Pages that link to "Item:Q627285"

The following pages link to The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution (Q627285):

Displaying 13 items.

• Two-stage data segmentation permitting multiscale change points, heavy tails and dependence (Q92617) (← links)
• Epidemic change tests for the mean of innovations of an AR(1) process (Q273782) (← links)
• Holderian weak invariance principle for stationary mixing sequences (Q521965) (← links)
• Extremes of the standardized Gaussian noise (Q550150) (← links)
• Limiting distribution for the maximal standardized increment of a random walk (Q740186) (← links)
• Testing epidemic change in nearly nonstationary process with statistics based on residuals (Q1685200) (← links)
• The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes (Q1955845) (← links)
• Testing mean changes by maximal ratio statistics (Q2135581) (← links)
• On the asymptotic distribution of the scan statistic for empirical distributions (Q2158814) (← links)
• Convergence of \(U\)-processes in Hölder spaces with application to robust detection of a changed segment (Q2208374) (← links)
• On the asymptotic of the maximal weighted increment of a random walk with regularly varying jumps: the boundary case (Q2243910) (← links)
• Asymptotic independence of three statistics of maximal segmental scores (Q2344886) (← links)
• On Bernstein–Kantorovich invariance principle in Hölder spaces and weighted scan statistics (Q5110217) (← links)