Pages that link to "Item:Q3474071"
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The following pages link to A u-i approach to retrospective testing for shifting parameters in a linear model (Q3474071):
Displayed 14 items.
- Testing for changes in polynomial regression (Q1002544) (← links)
- Testing for changes in multivariate dependent observations with an application to temperature changes (Q1283849) (← links)
- Limit theorems for change in linear regression (Q1323141) (← links)
- Limit theorems for the union-intersection test (Q1347118) (← links)
- Serial rank statistics for detection of changes. (Q1424484) (← links)
- Detecting changes in linear regression models with skew normal errors (Q1743321) (← links)
- Testing constancy in varying coefficient models (Q2024439) (← links)
- Change-point problems: bibliography and review (Q2324132) (← links)
- Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model (Q3532745) (← links)
- Testing for a change point in linear regression models (Q4216799) (← links)
- DEVELOPING TIME-BASED CLUSTERING NEURAL NETWORKS TO USE CHANGE-POINT DETECTION: APPLICATION TO FINANCIAL TIME SERIES (Q4675889) (← links)
- Modified information criterion for linear regression change-point model with its applications (Q5083971) (← links)
- Change-point detection in long-memory processes (Q5947225) (← links)
- (Q6181942) (← links)