The following pages link to Alexander Aue (Q302112):
Displaying 50 items.
- An adaptable generalization of Hotelling's $T^2$ test in high dimension (Q151159) (← links)
- Delay times of sequential procedures for multiple time series regression models (Q302113) (← links)
- (Q433742) (redirect page) (← links)
- On the reaction time of moving sum detectors (Q433744) (← links)
- On image segmentation using information theoretic criteria (Q449974) (← links)
- (Q484036) (redirect page) (← links)
- Automatic estimation of flux distributions of astrophysical source populations (Q484039) (← links)
- Piecewise quantile autoregressive modeling for nonstationary time series (Q502853) (← links)
- Segmenting mean-nonstationary time series via trending regressions (Q527952) (← links)
- Strong approximation for the sums of squares of augmented GARCH sequences (Q850764) (← links)
- Testing for changes in polynomial regression (Q1002544) (← links)
- Selection from a stable box (Q1002578) (← links)
- Extreme value theory for stochastic integrals of Legendre polynomials (Q1006679) (← links)
- Monitoring shifts in mean: asymptotic normality of stopping times (Q1019482) (← links)
- Estimation of a change-point in the mean function of functional data (Q1036788) (← links)
- Break detection in the covariance structure of multivariate time series models (Q1043722) (← links)
- A note on estimating the change-point of a gradually changing stochastic process (Q1612988) (← links)
- Delay time in sequential detection of change (Q1771296) (← links)
- Strong approximation for RCA(1) time series with applications (Q1881237) (← links)
- Approximations for the maximum of a vector-valued stochastic process with drift (Q1882117) (← links)
- Local bandwidth selection via second derivative segmentation (Q1950824) (← links)
- Functional data analysis in the Banach space of continuous functions (Q2196214) (← links)
- High-dimensional general linear hypothesis tests via non-linear spectral shrinkage (Q2203614) (← links)
- Testing for stationarity of functional time series in the frequency domain (Q2215748) (← links)
- Extreme value distribution of a recursive-type detector in linear model (Q2271708) (← links)
- On the Marčenko-Pastur law for linear time series (Q2343959) (← links)
- Reaction times of monitoring schemes for ARMA time series (Q2348744) (← links)
- Spectral analysis of sample autocovariance matrices of a class of linear time series in moderately high dimensions (Q2405106) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← links)
- Testing for parameter stability in \(RCA(1)\) time series (Q2498758) (← links)
- Rescaled range analysis in the presence of stochastic trend (Q2643023) (← links)
- Structural breaks in time series (Q2852477) (← links)
- A LIMIT THEOREM FOR MILDLY EXPLOSIVE AUTOREGRESSION WITH STABLE ERRORS (Q2886940) (← links)
- SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS (Q2909249) (← links)
- ON-LINE MONITORING OF POLLUTION CONCENTRATIONS WITH AUTOREGRESSIVE MOVING AVERAGE TIME SERIES (Q2936572) (← links)
- Functional Generalized Autoregressive Conditional Heteroskedasticity (Q2954300) (← links)
- (Q3094073) (← links)
- LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS (Q3191830) (← links)
- Change‐point monitoring in linear models (Q3422390) (← links)
- Estimation in Random Coefficient Autoregressive Models (Q3440741) (← links)
- (Q3539595) (← links)
- NEAR-INTEGRATED RANDOM COEFFICIENT AUTOREGRESSIVE TIME SERIES (Q3632421) (← links)
- ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES (Q3632430) (← links)
- Consistent Estimation for Partition-Wise Regression and Classification Models (Q4621744) (← links)
- Detecting and Dating Structural Breaks in Functional Data Without Dimension Reduction (Q4962077) (← links)
- Segmented Model Selection in Quantile Regression Using the Minimum Description Length Principle (Q4975574) (← links)
- TIME SERIES: A FIRST COURSE WITH BOOTSTRAP STARTER, by Tucker S.McElroy and Dimitris N.Politis. Published by CRC Press, 2020. 586 pp. ISBN: 9781439876510 (Q5063330) (← links)
- Bootstrapping spectral statistics in high dimensions (Q5212906) (← links)
- Dependent functional linear models with applications to monitoring structural change (Q5248901) (← links)
- On the Prediction of Stationary Functional Time Series (Q5367373) (← links)
