Structural breaks in time series (Q2852477): Difference between revisions

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+https://doi.org/10.1111/j.1467-9892.2012.00819.x
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+W1544178588
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+Time-Dependent Spectral Analysis of Nonstationary Time Series
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+Strong rules for detecting the number of breaks in a time series
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+Modelling structural breaks, long memory and stock market volatility: an overview
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+Nonparametric change-point estimation
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+Testing for a change in persistence in the presence of non-stationary volatility
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+Estimation and comparison of multiple change-point models
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+MOSUM tests for parameter constancy
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+Weak dependence. With examples and applications.
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+Truncated sequential change-point detection based on renewal counting processes. II
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+Monitoring changes in linear models
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+Inference for functional data with applications
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+Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
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+Unit root tests with a break in innovation variance.
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+Bootstrapping Sequential Change-Point Tests
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+Change-point estimation in ARCH models
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+The generalized fluctuation test: A unifying view
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+An estimator of the number of change points based on a weak invariance principle
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+On the residuals of autoregressive processes and polynomial regression
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+Model selection criteria in multivariate models with multiple structural changes
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+The multiple change-points problem for the spectral distribution
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+Testing for structural change in regression with long memory processes
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+The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes
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+MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST
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+ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES
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+Long-Term Memory in Stock Market Prices
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+An MDL approach to the climate segmentation problem
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+CONTINUOUS INSPECTION SCHEMES
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+Nonparametric Sequential Change-Point Detection by a Vertically Trimmed Box Method
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+Testing and estimating change-points in time series
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+A Test Against Spurious Long Memory
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+Estimating and Testing Structural Changes in Multivariate Regressions
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+Functional data analysis.
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+Mean shift testing in correlated data
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+Changepoints in the North Atlantic Tropical Cyclone Record
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+Consistency of an estimator of the number of changes in binomial observations
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+A simple test of changes in mean in the possible presence of long-range dependence
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+Testing for Change Points in Time Series
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+MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY
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+Detection of a “Disorder” in a Wiener Process
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+TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD
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+Strong invariance principles for dependent random variables
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+Estimating a change point in the long memory parameter
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+Estimating the number of change-points via Schwarz' criterion
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+Long-memory property of nonlinear transformations of break processes
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+High Moment Partial Sum Processes of Residuals in ARMA Models and their Applications
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+A Unified Approach to Structural Change Tests Based on ML Scores,<i>F</i>Statistics, and OLS Residuals
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+Publication:2852477