Pages that link to "Item:Q2373671"
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The following pages link to On sequential detection of parameter changes in linear regression (Q2373671):
Displayed 16 items.
- Asymptotic distribution of the delay time in Page's sequential procedure (Q393539) (← links)
- Modified procedures for change point monitoring in linear models (Q609076) (← links)
- Monitoring shifts in mean: asymptotic normality of stopping times (Q1019482) (← links)
- Monitoring parameter change in linear regression model based on the efficient score vector (Q2161716) (← links)
- Extreme value distribution of a recursive-type detector in linear model (Q2271708) (← links)
- Monitoring parameter changes in models with a trend (Q2301122) (← links)
- On the use of estimating functions in monitoring time series for change points (Q2344391) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration (Q2854358) (← links)
- Monitoring Variance Change in Infinite Order Moving Average Processes and Nonstationary Autoregressive Processes (Q3006261) (← links)
- (Q3639852) (← links)
- An online change detection test for parametric discrete-time stochastic processes (Q4689947) (← links)
- Monitoring sequential structural changes in penalized high-dimensional linear models (Q5012705) (← links)
- SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET (Q5071683) (← links)
- Multivariate analysis of variance for functional data (Q5138696) (← links)
- Real-time change point detection in linear models using the ranking selection procedure (Q6111154) (← links)