Pages that link to "Item:Q767081"
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The following pages link to A limit theorem for the maximum of normalized sums of independent random variables (Q767081):
Displayed 24 items.
- Structural breaks in time series (Q2852477) (← links)
- Flexible risk-adjusted surveillance procedures for autocorrelated binary series (Q2949767) (← links)
- Darling-Erdös-type test for change detection in parameters and variance for stationary VAR models (Q2980079) (← links)
- <i>U</i>-Statistics in Sequential Tests and Change Detection (Q3155689) (← links)
- (Q3210003) (← links)
- Testing Constancy for Isotonic Regressions (Q3440882) (← links)
- <i>U</i>-Statistic Based Modified Information Criterion for Change Point Problems (Q3532757) (← links)
- Estimators for the Time of Change in Linear Models (Q4344164) (← links)
- High Dimensional Change Point Estimation via Sparse Projection (Q4603814) (← links)
- Editor’s special invited paper: On the efficient score vector in sequential monitoring (Q4603854) (← links)
- A glimpse of the impact of pál erdős on probability and statistics (Q4707439) (← links)
- Detecting Changes in Linear Regressions (Q4763484) (← links)
- On the Asymptotic Distribution of the Least-Squares Estimators in Unidentifiable Models (Q4823742) (← links)
- Goodness-of-Fit Tests Based on Sup-Functionals of Weighted Empirical Processes (Q4961778) (← links)
- Additive distortion measurement errors regression models with exponential calibration (Q5040520) (← links)
- Darling--Erd\H{o}s theorem for L\'evy processes at zero (Q5126322) (← links)
- Adaptive Bayes sum test for the equality of two nonparametric functions (Q5130557) (← links)
- Testing for Long Memory Using Penalized Splines and Adaptive Neyman Methods (Q5167891) (← links)
- On Fan's adaptive Neyman tests for comparing two spectral densities (Q5218889) (← links)
- Asymptotic distributions of weighted compound Poisson bridges (Q5288356) (← links)
- Weighted Logrank Statistics in Sequential Tests (Q5458030) (← links)
- A limit theorem for the maximum of normalized partial sums (Q5587610) (← links)
- Acknowledgment of priority (Q5919824) (← links)
- Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models (Q6190740) (← links)