Multiple change point detection and validation in autoregressive time series data (Q2208378): Difference between revisions

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+Structural Breaks in Financial Time Series
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+Structural breaks in time series
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+Common breaks in means and variances for panel data
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+Q4322338
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+Changepoint estimation: another look at multiple testing problems
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+A robust approach for estimating change-points in the mean of an \(\mathrm{AR}(1)\) process
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+Testing for a change in the parameter values and order of an autoregressive model
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+Structural Break Estimation for Nonstationary Time Series Models
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+The Fitting of Time-Series Models
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+A MOSUM procedure for the estimation of multiple random change points
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+Multiscale Change Point Inference
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+Wild binary segmentation for multiple change-point detection
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+Parametric Spectral Discrimination
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+Multiple change-point detection via a screening and ranking algorithm
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+On the detection of changes in autoregressive time series. I: Asymptotics.
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+On the detection of changes in autoregressive time series. II: Resampling procedures
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+Inference for single and multiple change-points in time series
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+Multiple change-point detection for non-stationary time series using Wild Binary Segmentation
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+FDR-control in multiscale change-point segmentation
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+Statistical inference for time-inhomogeneous volatility models.
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+CONTINUOUS INSPECTION SCHEMES
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+A test for a change in a parameter occurring at an unknown point
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+Asymptotic and bootstrap tests for a change in autoregression omitting variability estimation
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+Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics
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+Publication:2208378