Nonparametric inference on structural breaks (Q1973431): Difference between revisions

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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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+LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
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+Kernel-type estimators of jump points and values of a regression function
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+Optimum kernel estimators
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+On asymptotic distribution theory in segmented regression problems - identified case
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+ROBUST ESTIMATION OF STRUCTURAL BREAK POINTS
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+Nonparametric curve estimation from time series
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+Testing a Sequence of Observations for a Shift in Location
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+Inference about the intersection in two-phase regression
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+Inference about the change-point in a sequence of random variables
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+The likelihood ratio test for a change-point in simple linear regression
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+Change-points in nonparametric regression analysis
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+Maximin estimation of multidimensional boundaries
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+Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
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+Boundary modification for kernel regression
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+NONPARAMETRIC ESTIMATORS FOR TIME SERIES
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+Root-N-Consistent Semiparametric Regression
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+Weak Convergence of Probability Measures on the Function Space $C\lbrack 0, \infty)$
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+On the Likelihood Ratio Test for a Shift in Location of Normal Populations
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+Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
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+Detection of the number, locations and magnitudes of jumps
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