Pages that link to "Item:Q4851510"

The following pages link to MOSUM tests for parameter constancy (Q4851510):

Displaying 40 items.

• Testing for structural change in regression with long memory processes (Q265120) (← links)
• A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change (Q290950) (← links)
• The Cameron-Martin theorem for (\(p\)-)Slepian processes (Q300300) (← links)
• Delay times of sequential procedures for multiple time series regression models (Q302113) (← links)
• Boundary crossing probabilities for \((q,d)\)-Slepian-processes (Q312111) (← links)
• One dimensional scan statistics generated by some dependent stationary sequences (Q385129) (← links)
• On the reaction time of moving sum detectors (Q433744) (← links)
• Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration (Q451370) (← links)
• Generalized runs tests for the IID hypothesis (Q737912) (← links)
• Testing and dating of structural changes in practice (Q956738) (← links)
• Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series (Q1305671) (← links)
• On the distribution of functionals of stationary Gaussian processes (Q1324577) (← links)
• Tests for changes in models with a polynomial trend (Q1379916) (← links)
• Approximations and inequalities for moving sums (Q1930619) (← links)
• High dimensional change point inference: recent developments and extensions (Q2062782) (← links)
• Online non-parametric changepoint detection with application to monitoring operational performance of network devices (Q2084052) (← links)
• Approximations for the boundary crossing probabilities of moving sums of random variables (Q2241630) (← links)
• Methods of analyzing nonstationary time series with implicit changes in their properties (Q2377279) (← links)
• Multiscale change point detection via gradual bandwidth adjustment in moving sum processes (Q2683184) (← links)
• On the observational implications of Knightian uncertainty (Q2688225) (← links)
• A monitoring procedure for detecting structural breaks in factor copula models (Q2700563) (← links)
• Structural breaks in time series (Q2852477) (← links)
• Variable Window Scan Statistics for Normal Data (Q2876224) (← links)
• Local Fourier tests for structural change based on residuals (Q2980048) (← links)
• Monitoring Structural Changes in Generalized Linear Models (Q3391838) (← links)
• Change detection in linear regression with time series errors (Q3561484) (← links)
• Applied regression analysis bibliography update 1994-97 (Q4216805) (← links)
• Multiple hypothesis test for parameter constancy based on recursive residuals (Q4355161) (← links)
• The generalized fluctuation test: A unifying view (Q4853092) (← links)
• Power of the MOSUM test for online detection of a transient change in mean (Q4964405) (← links)
• Approximations for the boundary crossing probabilities of moving sums of normal random variables (Q5082796) (← links)
• Detecting structural breaks in multivariate financial time series: evidence from hedge fund investment strategies (Q5219968) (← links)
• Page's sequential procedure for change-point detection in time series regression (Q5263973) (← links)
• A Unified Approach to Structural Change Tests Based on ML Scores,<i>F</i>Statistics, and OLS Residuals (Q5719302) (← links)
• Detecting Multiple Change Points: The PULSE Criterion (Q6039883) (← links)
• Detecting change structures of nonparametric regressions (Q6071713) (← links)
• Robust multiscale estimation of time-average variance for time series segmentation (Q6166922) (← links)
• A constant-per-iteration likelihood ratio test for online changepoint detection for exponential family models (Q6547774) (← links)
• Sequential detection of transient signal by moving likelihood ratio statistic in an exponential family (Q6579724) (← links)
• A General Framework for Constructing Locally Self-Normalized Multiple-Change-Point Tests (Q6626241) (← links)