Pages that link to "Item:Q1002544"
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The following pages link to Testing for changes in polynomial regression (Q1002544):
Displaying 18 items.
- Truncating estimation for the change in stochastic trend with heavy-tailed innovations (Q451494) (← links)
- Segmenting mean-nonstationary time series via trending regressions (Q527952) (← links)
- Spurious regression (Q609686) (← links)
- Asymptotics of an empirical bridge of regression on induced order statistics (Q779157) (← links)
- Time series regression with persistent level shifts (Q889016) (← links)
- Extreme value theory for stochastic integrals of Legendre polynomials (Q1006679) (← links)
- Asymptotic behaviour of a test statistic for detection of change in mean of vectors (Q1044053) (← links)
- Inference for modulated stationary processes (Q1940756) (← links)
- Generalized linear-quadratic model with a change point due to a covariate threshold (Q2242889) (← links)
- Monitoring parameter changes in models with a trend (Q2301122) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- Sequential Monitoring for Changes in Models with a Polynomial Trend (Q2809595) (← links)
- Structural breaks in time series (Q2852477) (← links)
- Asymptotics of Sums of Residuals of One-Parameter Linear Regression on Order Statistics (Q2944443) (← links)
- Discontinuities in robust nonparametric regression with α-mixing dependence (Q5266573) (← links)
- Detecting at‐Most‐m Changes in Linear Regression Models (Q5283411) (← links)
- Heteroscedasticity and Autocorrelation Robust Structural Change Detection (Q5327300) (← links)
- Threshold estimation for continuous three‐phase polynomial regression models with constant mean in the middle regime (Q6068051) (← links)
