The effect of long-range dependence on change-point estimators (Q135915): Difference between revisions

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+Piotr S. Kokoszka
@@ Property / author: Piotr S. Kokoszka / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+Change-point problem and bootstrap
@@ Property / cites work: Change-point problem and bootstrap / rank @@
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@@ Property / cites work @@
+LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
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@@ Property / cites work @@
+Q4865042
@@ Property / cites work: Q4865042 / rank @@
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@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
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@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
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+Q3827448
@@ Property / cites work: Q3827448 / rank @@
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@@ Property / cites work @@
+Testing for a change in the parameter values and order of an autoregressive model
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@@ Property / cites work @@
+Change in autoregressive processes
@@ Property / cites work: Change in autoregressive processes / rank @@
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@@ Property / cites work @@
+The Effect of Serial Correlation on the Performance of CUSUM Tests
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@@ Property / cites work @@
+Cube root asymptotics
@@ Property / cites work: Cube root asymptotics / rank @@
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@@ Property / cites work @@
+On the residuals of autoregressive processes and polynomial regression
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@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
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+Moment Inequalities for the Maximum Cumulative Sum
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+The joint density of the maximum and its location for a Wiener process with drift
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@@ Property / cites work @@
+The effect of serial correlation on tests for parameter change at unknown time
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+Weak convergence to fractional brownian motion and to the rosenblatt process
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+Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
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@@ Property / cites work @@
+Q3729765
@@ Property / cites work: Q3729765 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0378-3758(96)00208-x
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@@ Property / OpenAlex ID @@
+W1999747140
@@ Property / OpenAlex ID: W1999747140 / rank @@
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