\(M\)-procedures for detection of a change under weak dependence (Q2448799): Difference between revisions

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-.1016/j.jspi.2014.01.006
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+W1990980917
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+Non-strong mixing autoregressive processes
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@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
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+Break detection in the covariance structure of multivariate time series models
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+Weakly dependent functional data
@@ Property / cites work: Weakly dependent functional data / rank @@
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+Inference for functional data with applications
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+Robust Statistics
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+M-Procedures for Detection of Changes for Dependent Observations
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+Q5310542
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+On the detection of changes in autoregressive time series. I: Asymptotics.
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+HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES
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+\(M\)-estimation of linear models with dependent errors
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@@ Property / DOI @@
+.1016/J.JSPI.2014.01.006
@@ Property / DOI: 10.1016/J.JSPI.2014.01.006 / rank @@
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