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On a Test Statistic for Linear Trend
1 references·4 citing·14 second hop
On a Test Statistic for Linear Trend (2003)On a Test Statistic for Linear TrendOn Extremal Theory for Stationary Processes (1990)On Extremal Theory for Statio…Detecting at‐Most‐m Changes in Linear Regression Models (2016)Detecting at‐Most‐m Changes i…Piterbarg theorems for chi-processes with trend (2014)Piterbarg theorems for chi-pr…Sequential testing of gradual changes in the drift of a stochastic process (2011)Sequential testing of gradual…Asymptotic behaviour of a test statistic for detection of change in mean of vectors (2009)Asymptotic behaviour of a tes…Monitoring Structural Change (1996)Limit theorems in change-point analysis (1997)Monitoring changes in linear models (2003)Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes (1999)Ruin probability for Gaussian integrated processes (2002)On asymptotic constants in the theory of extremes for Gaussian processes (2014)Parisian ruin of self-similar Gaussian risk processes (2015)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)On Persistence in Mutual Fund Performance (1997)Moments-based spillovers across gold and oil markets (2020)Big data, news diversity and financial market crash (2021)Off-Line Statistical Process Control (2002)Extremes of a class of nonhomogeneous Gaussian random fields (2016)
this work references cited by second hop

References

  • 1990On Extremal Theory for Stationary Processes91 cited

Cited by

  • 2014Piterbarg theorems for chi-processes with trend34 cited
  • 2016Detecting at‐Most‐m Changes in Linear Regression Models14 cited
  • 2009Asymptotic behaviour of a test statistic for detection of change in mean of vectors10 cited
  • 2011Sequential testing of gradual changes in the drift of a stochastic process8 cited

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