Mean shift testing in correlated data (Q5495695): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Effect of dependence on statistics for determination of change
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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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+Testing for changes in the covariance structure of linear processes
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+Time series: theory and methods.
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+Q4082864
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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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+Asymptotic distributions of maximum likelihood tests for change in the mean
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+An MDL approach to the climate segmentation problem
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+Tests for change of parameter at unknown times and distributions of some related functionals on Brownian motion
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+Sequential change-point detection when unknown parameters are present in the pre-change distribution
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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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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+The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
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+Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
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+Changepoints in the North Atlantic Tropical Cyclone Record
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+Q5478309
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+High Moment Partial Sum Processes of Residuals in ARMA Models and their Applications
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