Pages that link to "Item:Q1299489"
From MaRDI portal
The following pages link to Testing appearance of linear trend (Q1299489):
Displayed 16 items.
- Sequential testing of gradual changes in the drift of a stochastic process (Q538120) (← links)
- Testing for changes in polynomial regression (Q1002544) (← links)
- Extreme value theory for stochastic integrals of Legendre polynomials (Q1006679) (← links)
- Gradual changes versus abrupt changes. (Q1298890) (← links)
- Limit theorems for a class of tests of gradual changes (Q1582359) (← links)
- A note on estimating the change-point of a gradually changing stochastic process (Q1612988) (← links)
- Consistent estimation in generalized broken-line regression (Q1888305) (← links)
- Asymptotic theory for bent-cable regression -- the basic case (Q1888835) (← links)
- Estimating a gradual parameter change in an AR(1)-process (Q2167322) (← links)
- Sequential detection of gradual changes in the location of a general stochastic process (Q2344871) (← links)
- Maximum log-likelihood ratio test for a change in three parameter Weibull distribution (Q2370462) (← links)
- Confidence estimation via the parametric bootstrap in logistic joinpoint regression (Q2390475) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- Maximum likelihood estimation in generalized broken-line regression (Q4664948) (← links)
- Gradual changes in long memory processes with applications (Q5758160) (← links)
- Change points with linear trend for the exponential distribution (Q5931394) (← links)