\(M\)-procedures for detection of a change under weak dependence (Q2448799): Difference between revisions

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+Non-strong mixing autoregressive processes
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
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+Break detection in the covariance structure of multivariate time series models
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+Split invariance principles for stationary processes
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+Q5560061
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+Robust monitoring of CAPM portfolio betas
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+Q4348180
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+Weakly dependent functional data
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+Inference for functional data with applications
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+Robust Statistics
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+Q4892797
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+Q4378644
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+Q4551054
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+M-Procedures for Detection of Changes for Dependent Observations
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+Q5310542
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+Q3580538
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+On the detection of changes in autoregressive time series. I: Asymptotics.
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+Q3562793
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+HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES
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+Q3716126
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+\(M\)-estimation of linear models with dependent errors
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