Recommendations
- Testing appearance of linear trend
- Testing appearance of polynomial trend
- Detection of changes in linear sequences
- On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models.
- Invariance principles for changepoint problems
Cited in
(17)- Sequential testing of gradual changes in the drift of a stochastic process
- Extreme value theory for stochastic integrals of Legendre polynomials
- Cluster random fields and random-shift representations
- Extremes of order statistics of stationary processes
- On maxima of chi-processes over threshold dependent grids
- On the probability of conjunctions of stationary Gaussian processes
- Tail asymptotic behavior of the supremum of a class of chi-square processes
- Extensions of some classical methods in change point analysis
- On the limit properties of the last exit time and the first crossing point for the stationary dependent chi-sequences
- Asymptotic behaviour of a test statistic for detection of change in mean of vectors
- Detecting at-most-\(\mathfrak{m}\) changes in linear regression models
- On the asymptotic distribution of the maxima from Gaussian functions subject to missing observations
- Testing for changes in polynomial regression
- Almost sure central limit theorems for the maxima of Gaussian functions
- Estimating a gradual parameter change in an AR(1)-process
- Piterbarg theorems for chi-processes with trend
- Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval
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