On the detection of changes in autoregressive time series, II. Resampling procedures

JOURNAL ARTICLE published July 2008 in Journal of Statistical Planning and Inference

Authors: Marie Hušková | Claudia Kirch | Zuzana Prášková | Josef Steinebach

Fourier Methods for Sequential Change Point Analysis in Autoregressive Models

BOOK CHAPTER published 2010 in Proceedings of COMPSTAT'2010

Authors: Marie Hušková | Claudia Kirch | Simos G. Meintanis

Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models

JOURNAL ARTICLE published 8 August 2016 in Communications in Statistics - Simulation and Computation

Authors: Z. Hlávka | M. Hušková | C. Kirch | S. G. Meintanis

Procedures for the Detection of Multiple Changes in Series of Independent Observations

BOOK CHAPTER published 1994 in Asymptotic Statistics

Authors: Jaromír Antoch | Marie Hušková

On the detection of changes in autoregressive time series I. Asymptotics

JOURNAL ARTICLE published April 2007 in Journal of Statistical Planning and Inference

Authors: Marie Hušková | Zuzana Prášková | Josef Steinebach

Adaptive procedures for the two-sample location model

JOURNAL ARTICLE published January 1983 in Communications in Statistics. Part C: Sequential Analysis

Authors: M. Hušková

Remarks on test procedures for gradual changes

BOOK CHAPTER published 1998 in Asymptotic Methods in Probability and Statistics

Authors: M. Hušková

ADAPTIVE PROCEDURES FOR DETECTION OF CHANCE

JOURNAL ARTICLE published January 1988 in Statistics & Risk Modeling

Authors: M. Hušková

M-Procedures for Detection of Changes for Dependent Observations

JOURNAL ARTICLE published August 2012 in Communications in Statistics - Simulation and Computation

Authors: Marie Hušková | Miriam Marušiaková

Some sequential procedures based on regression rank scores

JOURNAL ARTICLE published January 1994 in Journal of Nonparametric Statistics

Authors: Marie Hušková

Sequential procedures for monltoring the parameters of the autoregressive model relative to unspecified targets

JOURNAL ARTICLE published January 1985 in Sequential Analysis

Authors: D.L. Hawkins

Monitoring changes in the error distribution of autoregressive models based on Fourier methods

JOURNAL ARTICLE published December 2012 in TEST

Authors: Zdeněk Hlávka | Marie Hušková | Claudia Kirch | Simos G. Meintanis

Sequential tests based on rank regression scores

JOURNAL ARTICLE published January 1998 in Sequential Analysis

Authors: M. Hušková

Sequential procedures for detecting deviations in the parameters of the autoregressive model from specified targets

JOURNAL ARTICLE published January 1984 in Sequential Analysis

Authors: D L. Hawkins

Sequential Stability Procedures for Functional Data Setups

BOOK CHAPTER published 2011 in Contributions to Statistics

Authors: Alexander Aue | Siegfried Hörmann | Lajos Horváth | Marie Hušková

Serial rank statistics for detection of changes

JOURNAL ARTICLE published January 2003 in Statistics & Probability Letters

Authors: M. Hušková

Sequential estimation of the autoregressive parameter in a first order autoregressive process

JOURNAL ARTICLE published January 1988 in Sequential Analysis

Authors: T.N. Sriram

Stochastic approximation type estimators in linear models

JOURNAL ARTICLE published January 1991 in Sequential Analysis

Authors: M. Hušková

Weak Invariance Principles for Regression Rank Statistics

JOURNAL ARTICLE published 31 December 2004 in Sequential Analysis

Authors: Marie Hušková

Discussion on “Sequential Design and Estimation in Heteroscedastic Nonparametric Regression” by Sam Efromovich

JOURNAL ARTICLE published 22 January 2007 in Sequential Analysis

Authors: Marie Hušková