Empirical likelihood for change point detection in autoregressive models (Q2131973): Difference between revisions

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+.09533
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+Change‐Point Detection in Autoregressive Models with no Moment Assumptions
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+Structural breaks in time series
@@ Property / cites work: Structural breaks in time series / rank @@
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Empirical likelihood for break detection in time series
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+Testing for structural change of AR model to threshold AR model
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+Q4494545
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+Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
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+Q4348180
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+Testing for a change in the parameter values and order of an autoregressive model
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+Structural Break Estimation for Nonstationary Time Series Models
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+An application of the maximum likelihood test to the change-point problem
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+Testing a Sequence of Observations for a Shift in Location
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+Empirical likelihood methods with weakly dependent processes
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+Q4839368
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+The Cusum Test for Parameter Change in Time Series Models
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+Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model
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+Empirical likelihood ratio test for a mean change point model with a linear trend followed by an abrupt change
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+A review of empirical likelihood methods for time series
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+Empirical likelihood ratio confidence intervals for a single functional
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+Empirical likelihood ratio confidence regions
@@ Property / cites work: Empirical likelihood ratio confidence regions / rank @@
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+Empirical likelihood for linear models
@@ Property / cites work: Empirical likelihood for linear models / rank @@
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+CONTINUOUS INSPECTION SCHEMES
@@ Property / cites work: CONTINUOUS INSPECTION SCHEMES / rank @@
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+A test for a change in a parameter occurring at an unknown point
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+Empirical likelihood and general estimating equations
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+Mean shift testing in correlated data
@@ Property / cites work: Mean shift testing in correlated data / rank @@
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+On tests for detecting change in mean
@@ Property / cites work: On tests for detecting change in mean / rank @@
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+Q3948492
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+Spectral analysis of sample autocovariance matrices of a class of linear time series in moderately high dimensions
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+Confidence regions and tests for a change-point in a sequence of exponential family random variables
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+High Moment Partial Sum Processes of Residuals in ARMA Models and their Applications
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+Empirical likelihood ratio test for the change-point problem
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