Monitoring persistent change in a heavy-tailed sequence with polynomial trends (Q395915): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+F03
@@ Property / Mathematics Subject Classification ID: 62F03 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+F40
@@ Property / Mathematics Subject Classification ID: 62F40 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G70
@@ Property / Mathematics Subject Classification ID: 91G70 / rank @@
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@@ Property / zbMATH DE Number @@
+6327714
@@ Property / zbMATH DE Number: 6327714 / rank @@
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@@ Property / zbMATH Keywords @@
+monitoring
@@ Property / zbMATH Keywords: monitoring / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+persistent change
@@ Property / zbMATH Keywords: persistent change / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+heavy-tailed sequence
@@ Property / zbMATH Keywords: heavy-tailed sequence / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+polynomial trends
@@ Property / zbMATH Keywords: polynomial trends / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jkss.2013.02.004
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+W2020291645
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@@ Property / cites work @@
+Tests of stationarity against a change in persistence
+Normal rank
@@ Property / cites work @@
+Testing for a change in persistence in the presence of non-stationary volatility
+Normal rank
@@ Property / cites work @@
+Monitoring change in persistence in linear time series
+Normal rank
@@ Property / cites work @@
+Monitoring persistence change in infinite variance observations
+Normal rank
@@ Property / cites work @@
+Monitoring Structural Change
@@ Property / cites work: Monitoring Structural Change / rank @@
+Normal rank
@@ Property / cites work @@
+Q4348180
@@ Property / cites work: Q4348180 / rank @@
+Normal rank
@@ Property / cites work @@
+Change detection in autoregressive time series
@@ Property / cites work: Change detection in autoregressive time series / rank @@
+Normal rank
@@ Property / cites work @@
+Monitoring parameter change in AR\((p)\) time series models
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+From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets
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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
@@ Property / cites work: Monitoring changes in linear models / rank @@
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+A bootstrap approximation to a unit root test statistic for heavy-tailed observations.
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+Detection of change in persistence of a linear time series
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+Subsampling the mean of heavy‐tailed dependent observations
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+Persistence change tests and shifting stable autoregressions
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+CUSUM of Squares‐Based Tests for a Change in Persistence
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+A test for a change in a parameter occurring at an unknown point
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+Q2709279
@@ Property / cites work: Q2709279 / rank @@
+Normal rank
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+Point processes, regular variation and weak convergence
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+Testing for a break in persistence under long-range dependencies
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+MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY
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+Sequentially Updated Residuals and Detection of Stationary Errors in Polynomial Regression Models
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@@ links / mardi / name / links / mardi / name @@
+Publication:395915