Subsampling tests for variance changes in the presence of autoregressive parameter shifts (Q604339): Difference between revisions

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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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+LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
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+Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case
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+Q3827448
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+Q4082864
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+Tests of Equality Between Sets of Coefficients in Two Linear Regressions
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+Q4348180
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+Testing for a change in the parameter values and order of an autoregressive model
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+Change detection in autoregressive time series
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+Q4840212
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+Subsampling unit root tests for heavy-tailed observations
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+Bootstrap tests for structural change with infinite variance observations
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+Estimation Mean Change-Point in ARCH Models with Heavy-Tailed Innovations
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+Change-point in the mean of dependent observations
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+Detecting abrupt changes in a piecewise locally stationary time series
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+The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes
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+A test for a change in a parameter occurring at an unknown point
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
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