Pages that link to "Item:Q1849312"

The following pages link to Nonparametric monitoring of financial time series by jump-preserving control charts (Q1849312):

Displaying 3 items.

• Testing epidemic change in nearly nonstationary process with statistics based on residuals (Q1685200) (← links)
• On detecting jumps in time series: nonparametric setting (Q4831079) (← links)
• Random Walks with Drift – A Sequential Approach (Q5487369) (← links)