The following pages link to (Q4364000):
Displaying 13 items.
- Penalized likelihood regression for generalized linear models with non-quadratic penalties (Q261840) (← links)
- Segmenting mean-nonstationary time series via trending regressions (Q527952) (← links)
- Hölder convergence of autoregression residuals partial sum processes (Q736138) (← links)
- Testing for changes in polynomial regression (Q1002544) (← links)
- Extreme value theory for stochastic integrals of Legendre polynomials (Q1006679) (← links)
- 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. (Q1423023) (← links)
- Limit theorems for a class of tests of gradual changes (Q1582359) (← links)
- Confidence estimation via the parametric bootstrap in logistic joinpoint regression (Q2390475) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- Inference for single and multiple change-points in time series (Q2864620) (← links)
- (Q5214199) (← links)
- A conversation with Ian MacNeill (Q6626117) (← links)
- Multiple change-point models for time series (Q6626121) (← links)
