Monitoring change in persistence in linear time series (Q990920): Difference between revisions

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+Nonparametric tests for unit roots and cointegration.
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+Tests of stationarity against a change in persistence
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+Testing for a change in persistence in the presence of non-stationary volatility
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+Monitoring Structural Change
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+Monitoring unit root and multiple structural changes: An information criterion approach
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+Monitoring parameter change in AR\((p)\) time series models
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+Subsampling change-point detection in persistence with heavy-tailed innovations
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+Bootstrap Testing for Changes in Persistence with Heavy-Tailed Innovations
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+Monitoring changes in linear models
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+Detection of change in persistence of a linear time series
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+On tests for changes in persistence
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+Recent advances in invariance principles for stationary sequences
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+MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY
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