Testing for changes in the covariance structure of linear processes (Q1011543): Difference between revisions

@@ Property / cites work @@
+Effect of dependence on statistics for determination of change
+Normal rank
@@ Property / cites work @@
+A note on strong mixing of ARMA processes
@@ Property / cites work: A note on strong mixing of ARMA processes / rank @@
+Normal rank
@@ Property / cites work @@
+Modelling structural breaks, long memory and stock market volatility: an overview
+Normal rank
@@ Property / cites work @@
+Almost sure convergence of the Bartlett estimator
@@ Property / cites work: Almost sure convergence of the Bartlett estimator / rank @@
+Normal rank
@@ Property / cites work @@
+Q3827448
@@ Property / cites work: Q3827448 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5288953
@@ Property / cites work: Q5288953 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4348180
@@ Property / cites work: Q4348180 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3326516
@@ Property / cites work: Q3326516 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for a change in the parameter values and order of an autoregressive model
+Normal rank
@@ Property / cites work @@
+Structural Break Estimation for Nonstationary Time Series Models
+Normal rank
@@ Property / cites work @@
+Weak dependence. With examples and applications.
@@ Property / cites work: Weak dependence. With examples and applications. / rank @@
+Normal rank
@@ Property / cites work @@
+Rescaled variance and related tests for long memory in volatility and levels
+Normal rank
@@ Property / cites work @@
+Change detection in autoregressive time series
@@ Property / cites work: Change detection in autoregressive time series / rank @@
+Normal rank
@@ Property / cites work @@
+Q4892799
@@ Property / cites work: Q4892799 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Strong Mixing Property for Linear Sequences
+Normal rank
@@ Property / cites work @@
+On the detection of changes in autoregressive time series. I: Asymptotics.
+Normal rank
@@ Property / cites work @@
+On the detection of changes in autoregressive time series. II: Resampling procedures
+Normal rank
@@ Property / cites work @@
+Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
+Normal rank
@@ Property / cites work @@
+The Effect of Serial Correlation on the Performance of CUSUM Tests
+Normal rank
@@ Property / cites work @@
+An approximation of partial sums of independent RV'-s, and the sample DF. I
+Normal rank
@@ Property / cites work @@
+An approximation of partial sums of independent RV's, and the sample DF. II
+Normal rank
@@ Property / cites work @@
+The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes
+Normal rank
@@ Property / cites work @@
+The Cusum Test for Parameter Change in Time Series Models
+Normal rank
@@ Property / cites work @@
+Moment and probability bounds with quasi-superadditive structure for the maximum partial sum
+Normal rank
@@ Property / cites work @@
+Q4327561
@@ Property / cites work: Q4327561 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotics for linear processes
@@ Property / cites work: Asymptotics for linear processes / rank @@
+Normal rank
@@ Property / cites work @@
+Testing and estimating change-points in time series
+Normal rank
@@ Property / cites work @@
+Q4139376
@@ Property / cites work: Q4139376 / rank @@
+Normal rank
@@ Property / cites work @@
+Conditions for linear processes to be strong-mixing
+Normal rank