Pages that link to "Item:Q5928941"
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The following pages link to Testing for changes in the mean or variance of a stochastic process under weak invariance (Q5928941):
Displaying 16 items.
- Sequential testing of gradual changes in the drift of a stochastic process (Q538120) (← links)
- Testing for changes in the mean or variance of long memory processes (Q627588) (← links)
- Asymptotics of trimmed CUSUM statistics (Q654411) (← links)
- Strong approximation for the sums of squares of augmented GARCH sequences (Q850764) (← links)
- Off-line testing for a changed segment in the sample variance (Q852272) (← links)
- Truncated sequential change-point detection based on renewal counting processes. II (Q1011531) (← links)
- A note on estimating the change-point of a gradually changing stochastic process (Q1612988) (← links)
- Sequential detection of gradual changes in the location of a general stochastic process (Q2344871) (← links)
- Permutation principles for the change analysis of stochastic processes under strong invariance (Q2571219) (← links)
- EWMA Charts for Detecting a Change-Point in the Drift of a Stochastic Process (Q3155687) (← links)
- Autoregressive Order Identification for VAR Models with Non Constant Variance (Q3462352) (← links)
- Truncated Sequential Change‐point Detection based on Renewal Counting Processes (Q4455927) (← links)
- Modified tests for change points in variance in the possible presence of mean breaks (Q4960712) (← links)
- Bootstrap procedures for variance breaks test in time series with a changing trend (Q5154101) (← links)
- An estimator of the number of change points based on a weak invariance principle (Q5933615) (← links)
- Moving Sum Data Segmentation for Stochastic Processes Based on Invariance (Q6086169) (← links)
