Testing for changes in polynomial regression (Q1002544): Difference between revisions

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+Piotr S. Kokoszka
@@ Property / author: Piotr S. Kokoszka / rank @@
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+Publication
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+.4012
@@ Property / arXiv ID: 0810.4012 / rank @@
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@@ Property / cites work @@
+On extremal theory for stationary processes
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+On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space
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+On extremes and streams of upcrossing.
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+On a test statistic for linear trend
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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Strong approximation for the sums of squares of augmented GARCH sequences
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+Extreme value theory for stochastic integrals of Legendre polynomials
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+Testing For and Dating Common Breaks in Multivariate Time Series
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+Modelling structural breaks, long memory and stock market volatility: an overview
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+Q4348180
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+Q3326516
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+Recent developments in the econometrics of structural change
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+On strong invariance principles under dependence assumptions
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+Extreme Values in Finance, Telecommunications, and the Environment
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+Testing for structural change in conditional models
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+A u-i approach to retrospective testing for shifting parameters in a linear model
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+Detecting Changes in Linear Regressions
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+Q3580538
@@ Property / cites work: Q3580538 / rank @@
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+A property of partial sums of regression least squares residuals and its applications
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+Residual partial sum limit process for regression models with applications to detecting parameter changes at unknown times
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@@ Property / cites work @@
+Q4364000
@@ Property / cites work: Q4364000 / rank @@
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@@ Property / cites work @@
+Testing appearance of linear trend
@@ Property / cites work: Testing appearance of linear trend / rank @@
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@@ Property / cites work @@
+Testing appearance of polynomial trend
@@ Property / cites work: Testing appearance of polynomial trend / rank @@
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@@ Property / cites work @@
+Tests for changes in models with a polynomial trend
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@@ Property / cites work @@
+The generalized fluctuation test: A unifying view
@@ Property / cites work: The generalized fluctuation test: A unifying view / rank @@
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+Extremes and related properties of random sequences and processes
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@@ Property / cites work @@
+Properties of sequences of partial sums of polynomial regression residuals with applications to tests for change of regression at unknown times
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+Estimating and Testing Structural Changes in Multivariate Regressions
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+The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
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+Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
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+Linear Statistical Inference and its Applications
@@ Property / cites work: Linear Statistical Inference and its Applications / rank @@
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+Almost sure invariance principles for mixing sequences of random variables
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@@ Property / OpenAlex ID @@
+W2013498625
@@ Property / OpenAlex ID: W2013498625 / rank @@
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