The following pages link to Zheng Tian (Q395913):
Displaying 50 items.
- Monitoring persistent change in a heavy-tailed sequence with polynomial trends (Q395915) (← links)
- Empirical likelihood-based inference for parameter and nonparametric function in partially nonlinear models (Q397226) (← links)
- Ratio test for variance change point in linear process with long memory (Q451414) (← links)
- Truncating estimation for the change in stochastic trend with heavy-tailed innovations (Q451494) (← links)
- Variance change-point detection in panel data models (Q498780) (← links)
- Modified procedures for change point monitoring in linear models (Q609076) (← links)
- Bootstrap testing multiple changes in persistence for a heavy-tailed sequence (Q693235) (← links)
- Bootstrap tests for structural change with infinite variance observations (Q731938) (← links)
- Monitoring persistence change in infinite variance observations (Q744739) (← links)
- Special hybrid stress element for stress analyses around-circular cutouts in laminated composites (Q866238) (← links)
- Subsampling change-point detection in persistence with heavy-tailed innovations (Q874325) (← links)
- Distribution function estimates by Wasserstein metric and Bernstein approximation for \(C^{-1}\) functions (Q904128) (← links)
- Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap (Q934011) (← links)
- Heteroscedastic mixture transition distribution (HMTD) model (Q949353) (← links)
- Optimum cut-based clustering (Q971036) (← links)
- Adaptive kernel principal component analysis (Q985481) (← links)
- Monitoring change in persistence in linear time series (Q990920) (← links)
- Strong convergence rate of robust estimator of change point (Q991162) (← links)
- Subsampling tests for the mean change point with heavy-tailed innovations (Q1013151) (← links)
- GSA-based maximum likelihood estimation for threshold vector error correction model (Q1020791) (← links)
- Sieve bootstrap monitoring persistence change in long memory process (Q1747560) (← links)
- Moving ratio test for multiple changes in persistence (Q1936583) (← links)
- Motion planning approach for payload swing reduction in tower cranes with double-pendulum effect (Q2005272) (← links)
- Learning causal graphs of nonlinear structural vector autoregressive model using information theory criteria (Q2341588) (← links)
- Multiscale stochastic hierarchical image segmentation by spectral clustering (Q2372531) (← links)
- Monitoring parameter changes in RCA(\(p\)) models (Q2513794) (← links)
- Bifurcation of traveling wave solutions for \((2+1)\)-dimensional nonlinear models generated by the Jaulent-Miodek hierarchy (Q2520513) (← links)
- Spectral clustering based on matrix perturbation theory (Q2644417) (← links)
- (Q2779036) (← links)
- Sequential Monitoring Variance Changes in Location Model (Q2807648) (← links)
- Sequential Monitoring for Changes in Models with a Polynomial Trend (Q2809595) (← links)
- Empirical likelihood dimension reduction inference for partially non-linear error-in-responses models with validation data (Q2834716) (← links)
- (Q2858191) (← links)
- (Q2885651) (← links)
- (Q2887576) (← links)
- Monitoring distributional changes of squared residuals in GARCH models (Q2980065) (← links)
- (Q2992925) (← links)
- Monitoring Variance Change in Infinite Order Moving Average Processes and Nonstationary Autoregressive Processes (Q3006261) (← links)
- (Q3014423) (← links)
- (Q3016607) (← links)
- (Q3017734) (← links)
- (Q3052091) (← links)
- (Q3052138) (← links)
- (Q3054400) (← links)
- Bootstrapping Stochastic Annealing EM Algorithm for Multiscale Segmentation of SAR Imagery (Q3063155) (← links)
- (Q3074119) (← links)
- Polynomial spline estimation for nonparametric (auto-)regressive models (Q3074482) (← links)
- Detection of Change Point in Nonparametric Function with Unit-Root Noise by Wavelet (Q3083770) (← links)
- (Q3109256) (← links)
- (Q3169862) (← links)
