The S-estimator in the change-point random model with long memory (Q3143500): Difference between revisions

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+W2025053822
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+.1710
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+Testing a sub-hypothesis in linear regression models with long memory covariates and errors.
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+The effect of long-range dependence on change-point estimators
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+Testing for structural change in a long-memory environment
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+Long memory versus structural breaks: an overview
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+Testing for structural change in regression with long memory processes
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+Detection of multiple changes in a sequence of dependent variables
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+Change‐Point Estimation of Fractionally Integrated Processes
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+Estimation of multiple-regime regressions with least absolutes deviation
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+A General Qualitative Definition of Robustness
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+The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data
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+Semiparametric analysis of long-range dependence in nonlinear regression
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series
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+Log-periodogram regression of time series with long range dependence
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+Multiple stochastic integrals with dependent integrators
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+Efficient parameter estimation for self-similar processes
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+Wavelet analysis of long-range-dependent traffic
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+Q2778406
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+Asymptotics of \(M\)-estimators in non-linear regression with long memory designs.
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+Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors
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+Long‐Memory Time Series
@@ Property / cites work: Long‐Memory Time Series / rank @@
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+\(\tau\)-estimators of regression models with structural change of unknown location
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+Asymptotics of M-estimators in two-phase linear regression models.
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+Maximum likelihood estimator in a multi-phase random regression model
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+Multiscale detection and location of multiple variance changes in the presence of long memory
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+Q4084474
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+Publication:3143500