Serial rank statistics for detection of changes. (Q1424484): Difference between revisions

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+ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS
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+Weak convergence of the sequential empirical processes of residuals in ARMA models
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+Sequential Procedures for Detecting Parameter Changes in a Time-Series Model
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+Testing for a change of the long-memory parameter
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+Testing for a change in the parameter values and order of an autoregressive model
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+Functional CLT for nonparametric estimates of the spectrum and change- point problem for a spectral function
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+Testing and estimating in the change-point problem of the spectral function
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+The change-point problem for dependent observations
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+LINEAR AND QUADRATIC SERIAL RANK TESTS FOR RANDOMNESS AGAINST SERIAL DEPENDENCE
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+A study of serial ranks via random graphs
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+A u-i approach to retrospective testing for shifting parameters in a linear model
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+Change in autoregressive processes
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+Change-point detection in long-memory processes
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+The effect of long-range dependence on change-point estimators
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+Limit theorems for rank statistics
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+Change-point estimation in ARCH models
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+Testing for parameter changes in ARCH models
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+Testing and estimating change-points in time series
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+An Exact Test for Randomness in the Non-Parametric Case Based on Serial Correlation
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