The change-point problem for dependent observations (Q1923424): Difference between revisions

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+Slowly Decaying Correlations, Testing Normality, Nuisance Parameters
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+An almost sure invariance principle for the empirical distribution function of mixing random variables
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+Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
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+A priori estimates in problems of ``change-points'' of a random sequence.
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+Nonparametric change-point estimation
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+Nonparametric Change-Point Estimation for Data from an Ergodic Sequence
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+Limit behaviour of the empirical characteristic function
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+A Nonparametric Method for the a Posteriori Detection of the “Disorder” Time of a Sequence of Independent Random Variables
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+The empirical process of some long-range dependent sequences with an application to U-statistics
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+The asymptotic behavior of some nonparametric change-point estimators
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+Change-point estimators in case of small disorders
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+On the rate of almost sure convergence of Dümbgen's change-point estimators
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+Convergence of changepoint estimators
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+An efficiency result for the empirical characteristic function in stationary time-series models
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+The empirical characteristic function and its applications
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+Asymptotic normality of regression estimators with long memory errors
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+Testing and estimating in the change-point problem of the spectral function
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+A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+Retrospective and sequential tests for a change in distribution based on kolmogorov-smirnov-type statistics
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+Fractional differencing
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+Functional limit theorems for linear statistics from sequential ranks
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+Semi-Stable Stochastic Processes
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+On the Asymptotic Theory of Statistics of Sequential Ranks
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+Testing and estimating change-points in time series
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+Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives
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+Weak convergence to fractional brownian motion and to the rosenblatt process
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