ESTIMATION OF CHANGE-POINTS IN LINEAR AND NONLINEAR TIME SERIES MODELS (Q2801992): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic efficient estimation of the change point with unknown distributions
+Normal rank
@@ Property / cites work @@
+Testing for structural breaks in dynamic factor models
+Normal rank
@@ Property / cites work @@
+Estimating and Testing Structural Changes in Multivariate Regressions
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating and Testing Linear Models with Multiple Structural Changes
+Normal rank
@@ Property / cites work @@
+Testing and estimating change-points in time series
+Normal rank
@@ Property / cites work @@
+Testing For and Dating Common Breaks in Multivariate Time Series
+Normal rank
@@ Property / cites work @@
+A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS
+Normal rank
@@ Property / cites work @@
+LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
+Normal rank
@@ Property / cites work @@
+Break detection in the covariance structure of multivariate time series models
+Normal rank
@@ Property / cites work @@
+Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models
+Normal rank
@@ Property / cites work @@
+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
+Normal rank
@@ Property / cites work @@
+Testing for change points in time series models and limiting theorems for NED sequences
+Normal rank
@@ Property / cites work @@
+Tests for Parameter Instability and Structural Change With Unknown Change Point
+Normal rank
@@ Property / cites work @@
+The limit distribution of the estimates in cointegrated regression models with multiple structural changes
+Normal rank
@@ Property / cites work @@
+The maximum likelihood method for testing changes in the parameters of normal observations
+Normal rank
@@ Property / cites work @@
+Inference about the change-point in a sequence of binomial variables
+Normal rank
@@ Property / cites work @@
+Inference about the change-point in a sequence of random variables
+Normal rank
@@ Property / cites work @@
+Testing for structural stability in the whole sample
+Normal rank
@@ Property / cites work @@
+AVERAGING ESTIMATORS FOR REGRESSIONS WITH A POSSIBLE STRUCTURAL BREAK
+Normal rank
@@ Property / cites work @@
+A Mathematical Theory of the Incidence of Taxation
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
+Normal rank
@@ Property / cites work @@
+The asymptotic behavior of some nonparametric change-point estimators
+Normal rank
@@ Property / cites work @@
+Structural Break Estimation for Nonstationary Time Series Models
+Normal rank
@@ Property / cites work @@
+Testing for a change in the parameter values and order of an autoregressive model
+Normal rank
@@ Property / cites work @@
+Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
+Normal rank
@@ Property / cites work @@
+TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS
+Normal rank
@@ Property / cites work @@
+Tests of Equality Between Sets of Coefficients in Two Linear Regressions
+Normal rank
@@ Property / cites work @@
+STRUCTURAL CHANGE IN AR(1) MODELS
@@ Property / cites work: STRUCTURAL CHANGE IN AR(1) MODELS / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for Change Points in Time Series
@@ Property / cites work: Testing for Change Points in Time Series / rank @@
+Normal rank