Test for parameter change in stochastic processes based on conditional least-squares estimator (Q1776876): Difference between revisions

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+Weak convergence of the sequential empirical processes of residuals in ARMA models
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+Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
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+Mixing: Properties and examples
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+Inference about the change-point from cumulative sum tests
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+Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
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+On the Cusum test for parameter changes in garch(1,1) Models
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+On conditional least squares estimation for stochastic processes
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+Tests for parameter changes at unknown times in linear regression models
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+A test for a change in a parameter occurring at an unknown point
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+The effect of serial correlation on tests for parameter change at unknown time
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