Pages that link to "Item:Q1880892"
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The following pages link to On a test statistic for linear trend (Q1880892):
Displayed 15 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)
- Asymptotic behaviour of a test statistic for detection of change in mean of vectors (Q1044053) (← links)
- Estimating a gradual parameter change in an AR(1)-process (Q2167322) (← links)
- Tail asymptotic behavior of the supremum of a class of chi-square processes (Q2273717) (← links)
- Piterbarg theorems for chi-processes with trend (Q2340037) (← links)
- Extremes of order statistics of stationary processes (Q2351812) (← links)
- Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval (Q2447697) (← links)
- On the probability of conjunctions of stationary Gaussian processes (Q2453886) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- Almost sure central limit theorems for the maxima of Gaussian functions (Q5104517) (← links)
- Detecting at‐Most‐m Changes in Linear Regression Models (Q5283411) (← links)
- On maxima of chi-processes over threshold dependent grids (Q5739684) (← links)
- On the limit properties of the last exit time and the first crossing point for the stationary dependent chi-sequences (Q5875320) (← links)