Structural changes estimation for strongly dependent processes (Q5218917): Difference between revisions

@@ Property / cites work @@
+Tests for Parameter Instability and Structural Change With Unknown Change Point
+Normal rank
@@ Property / cites work @@
+Estimating and Testing Linear Models with Multiple Structural Changes
+Normal rank
@@ Property / cites work @@
+Q4494125
@@ Property / cites work: Q4494125 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for structural change in a long-memory environment
+Normal rank
@@ Property / cites work @@
+Least‐squares Estimation of an Unknown Number of Shifts in a Time Series
+Normal rank
@@ Property / cites work @@
+Testing for structural change in regression with long memory processes
+Normal rank
@@ Property / cites work @@
+Estimating restricted structural change models
@@ Property / cites work: Estimating restricted structural change models / rank @@
+Normal rank
@@ Property / cites work @@
+A procedure for the modeling of non-stationary time series
+Normal rank
@@ Property / cites work @@
+Exact Bayesian curve fitting and signal segmentation
+Normal rank
@@ Property / cites work @@
+Structural Break Estimation for Nonstationary Time Series Models
+Normal rank
@@ Property / cites work @@
+Break Detection for a Class of Nonlinear Time Series Models
+Normal rank
@@ Property / cites work @@
+Q4865042
@@ Property / cites work: Q4865042 / rank @@
+Normal rank
@@ Property / cites work @@
+Robustness of whittle-type estimators for time series with long-range dependence
+Normal rank
@@ Property / cites work @@
+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
+Normal rank
@@ Property / cites work @@
+Fractional differencing
@@ Property / cites work: Fractional differencing / rank @@
+Normal rank
@@ Property / cites work @@
+ESTIMATION OF THE LONG-MEMORY PARAMETER, BASED ON A MULTIVARIATE CENTRAL LIMIT THEOREM
+Normal rank
@@ Property / cites work @@
+Testing for a change of the long-memory parameter
@@ Property / cites work: Testing for a change of the long-memory parameter / rank @@
+Normal rank
@@ Property / cites work @@
+LASS: a tool for the local analysis of self-similarity
+Normal rank
@@ Property / cites work @@
+Testing and estimating for change in long memory parameter
+Normal rank
@@ Property / cites work @@
+Bayesian methods for change-point detection in long-range dependent processes
+Normal rank
@@ Property / cites work @@
+Fractional integration and structural breaks at unknown periods of time
+Normal rank
@@ Property / cites work @@
+Modeling by shortest data description
@@ Property / cites work: Modeling by shortest data description / rank @@
+Normal rank
@@ Property / cites work @@
+Q3995624
@@ Property / cites work: Q3995624 / rank @@
+Normal rank
@@ Property / cites work @@
+The minimum description length principle in coding and modeling
+Normal rank
@@ Property / cites work @@
+Model Selection and the Principle of Minimum Description Length
+Normal rank
@@ Property / cites work @@
+An Introduction to Coding Theory and the Two-Part Minimum Description Length Principle
+Normal rank
@@ Property / cites work @@
+A universal prior for integers and estimation by minimum description length
+Normal rank
@@ Property / cites work @@
+Q4079017
@@ Property / cites work: Q4079017 / rank @@
+Normal rank
@@ Property / cites work @@
+Genetic algorithms: Principles and perpectives. A guide to GA theory
+Normal rank
@@ Property / cites work @@
+Introduction to Genetic Algorithms
@@ Property / cites work: Introduction to Genetic Algorithms / rank @@
+Normal rank
@@ Property / cites work @@
+Subset ARMA Model Identification Using Genetic Algorithms
+Normal rank
@@ Property / cites work @@
+Fitting piecewise linear threshold autoregressive models by means of genetic algorithms
+Normal rank
@@ Property / cites work @@
+Q3608187
@@ Property / cites work: Q3608187 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Network heavy traffic modeling using α-stable self-similar processes
+Normal rank
@@ Property / cites work @@
+Q5624460
@@ Property / cites work: Q5624460 / rank @@
+Normal rank
@@ Property / cites work @@
+Fitting time series models to nonstationary processes
+Normal rank
@@ Property / cites work @@
+Automatic Statistical Analysis of Bivariate Nonstationary Time Series
+Normal rank
@@ Property / cites work @@
+Q4203568
@@ Property / cites work: Q4203568 / rank @@
+Normal rank
@@ Property / cites work @@
+Assessing influence in Gaussian long-memory models
+Normal rank