The asymptotic distribution of CUSUM estimator based on <i>α</i>-mixing sequences (Q5042194): Difference between revisions

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+The CUSUM Test for Detecting Structural Changes in Strong Mixing Processes
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+LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
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+Q5560061
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+The problem of the Nile: Conditional solution to a changepoint problem
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+Convergence of Distributions Generated by Stationary Stochastic Processes
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+The asymptotic behavior of some nonparametric change-point estimators
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+Q3911791
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+A functional central limit theorem for strongly mixing sequences of random variables
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+Change‐point detection in panel data
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+ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS
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+Some Limit Theorems for Stationary Processes
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+Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
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+Change-point in the mean of dependent observations
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+The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes
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+The Cusum Test for Parameter Change in Time Series Models
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+Monitoring parameter change in time series models
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+On score vector- and residual-based CUSUM tests in ARMA-GARCH models
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+CONTINUOUS INSPECTION SCHEMES
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+Covariance inequalities for strongly mixing processes
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+A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
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+Strong convergence rate of estimators of change point and its application
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+Consistent and powerful graph-based change-point test for high-dimensional data
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+Consistent and powerful non-Euclidean graph-based change-point test with applications to segmenting random interfered video data
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+Some probability inequalities of least-squares estimator in non linear regression model with strong mixing errors
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+Testing and dating of structural changes in practice
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