Pages that link to "Item:Q1006679"
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The following pages link to Extreme value theory for stochastic integrals of Legendre polynomials (Q1006679):
Displaying 12 items.
- Segmenting mean-nonstationary time series via trending regressions (Q527952) (← links)
- Testing for changes in polynomial regression (Q1002544) (← links)
- Asymptotic behaviour of a test statistic for detection of change in mean of vectors (Q1044053) (← links)
- Extremes of stationary random fields on a lattice (Q2322837) (← links)
- Extremes of order statistics of stationary processes (Q2351812) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- Structural breaks in time series (Q2852477) (← links)
- Extremes and limit theorems for difference of chi-type processes (Q2954241) (← links)
- Comparison Inequalities for Order Statistics of Gaussian Arrays (Q2964179) (← links)
- Coupling the Kolmogorov diffusion: maximality and efficiency considerations (Q5197394) (← links)
- Detecting at‐Most‐m Changes in Linear Regression Models (Q5283411) (← links)
- On maxima of chi-processes over threshold dependent grids (Q5739684) (← links)
