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

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+https://doi.org/10.1016/j.jkss.2013.02.004
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+W2020291645
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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 change in persistence in linear time series
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+Monitoring persistence change in infinite variance observations
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+Monitoring Structural Change
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+Q4348180
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+Change detection in autoregressive time series
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+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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+Bootstrap Testing for Changes in Persistence with Heavy-Tailed Innovations
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+Monitoring changes in linear models
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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
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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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+Publication:395915