Pages that link to "Item:Q394776"
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The following pages link to Two tests for sequential detection of a change-point in a nonlinear model (Q394776):
Displaying 12 items.
- Empirical likelihood test in a posteriori change-point nonlinear model (Q889149) (← links)
- Accurate tests and intervals based on nonlinear cusum statistics (Q1036737) (← links)
- Test by adaptive Lasso quantile method for real-time detection of a change-point (Q1669885) (← links)
- Modified sequential change point procedures based on estimating functions (Q1753154) (← links)
- Sequential change point detection in high dimensional time series (Q2154962) (← links)
- On the use of estimating functions in monitoring time series for change points (Q2344391) (← links)
- A statistical test of change-point in mean that almost surely has zero error probabilities (Q2803540) (← links)
- Testing for parameter stability in nonlinear autoregressive models (Q2931587) (← links)
- Real time change-point detection in a nonlinear quantile model (Q2986849) (← links)
- Consistent two‐stage multiple change‐point detection in linear models (Q5507352) (← links)
- Comments on: ``Extensions of some classical methods in change point analysis'' (Q5971363) (← links)
- Comments on: ``Extensions of some classical methods in change point analysis'' (Q5971364) (← links)
