The effect of long-range dependence on change-point estimators (Q135915): Difference between revisions

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+Change-point problem and bootstrap
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+LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
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+Q4865042
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+Q5560061
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+Q4726487
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+Q3827448
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+Testing for a change in the parameter values and order of an autoregressive model
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+Change in autoregressive processes
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+The Effect of Serial Correlation on the Performance of CUSUM Tests
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+Cube root asymptotics
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+On the residuals of autoregressive processes and polynomial regression
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+Q4301585
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+Moment Inequalities for the Maximum Cumulative Sum
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+The joint density of the maximum and its location for a Wiener process with drift
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+The effect of serial correlation on tests for parameter change at unknown time
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+Weak convergence to fractional brownian motion and to the rosenblatt process
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+Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
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+Q3729765
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