Pages that link to "Item:Q4763484"
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The following pages link to Detecting Changes in Linear Regressions (Q4763484):
Displaying 15 items.
- Testing for changes in polynomial regression (Q1002544) (← links)
- Detecting change in a hazard regression model with right-censoring (Q1007406) (← links)
- Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives (Q1007505) (← links)
- Estimation of multiple-regime regressions with least absolutes deviation (Q1298916) (← links)
- Detection of structural changes in generalized linear models (Q1771469) (← links)
- The likelihood ratio method for testing changes in the parameters of double exponential observations (Q1869130) (← links)
- Estimation in a change-point hazard regression model (Q2489835) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- Testing for change points in time series models and limiting theorems for NED sequences (Q2642747) (← links)
- Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model (Q2930881) (← links)
- (Q3166519) (← links)
- (Q3166523) (← links)
- Detecting at‐Most‐m Changes in Linear Regression Models (Q5283411) (← links)
- Testing for structural change of AR model to threshold AR model (Q5495700) (← links)
- BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA (Q6115048) (← links)