Pages that link to "Item:Q2344391"

The following pages link to On the use of estimating functions in monitoring time series for change points (Q2344391):

Displaying 15 items.

• Two-stage data segmentation permitting multiscale change points, heavy tails and dependence (Q92617) (← links)
• Inference for post-change parameters after sequential CUSUM test under AR(1) model (Q900754) (← links)
• High dimensional efficiency with applications to change point tests (Q1642675) (← links)
• Modified sequential change point procedures based on estimating functions (Q1753154) (← links)
• Inference for nonstationary time series of counts with application to change-point problems (Q2086285) (← links)
• Poisson QMLE for change-point detection in general integer-valued time series models (Q2121429) (← links)
• Sequential change point detection in high dimensional time series (Q2154962) (← links)
• Asymptotic delay times of sequential tests based on \(U\)-statistics for early and late change points (Q2156812) (← links)
• Monitoring parameter change in linear regression model based on the efficient score vector (Q2161716) (← links)
• Sequential testing for structural stability in approximate factor models (Q2186663) (← links)
• SPC methods for time-dependent processes of counts—A literature review (Q2813523) (← links)
• (Q4986380) (← links)
• Test of parameter changes in a class of observation-driven models for count time series (Q5077400) (← links)
• Change Detection in INARCH Time Series of Counts (Q5280076) (← links)
• BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA (Q6115048) (← links)