Inference for modulated stationary processes (Q1940756): Difference between revisions

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+Time-Dependent Spectral Analysis of Nonstationary Time Series
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+Q3339129
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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Break detection in the covariance structure of multivariate time series models
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+Testing for changes in polynomial regression
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+Monitoring shifts in mean: asymptotic normality of stopping times
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+A Berry-Esséen bound for Student's statistic in the non-i. i. d. case
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+Testing for changes in the covariance structure of linear processes
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+Q5560061
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+Bootstraps for time series
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+The use of subseries values for estimating the variance of a general statistic from a stationary sequence
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+Q4348180
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+Fitting time series models to nonstationary processes
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+Empirical spectral processes for locally stationary time series
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+The wild bootstrap, tamed at last
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+Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices
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+Bootstrap methods: another look at the jackknife
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+Nonlinear time series. Nonparametric and parametric methods
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+Second-order correctness of the blockwise bootstrap for stationary observations
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+Regression with Nonstationary Volatility
@@ Property / cites work: Regression with Nonstationary Volatility / rank @@
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+Testing for structural change in conditional models
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+The maximum likelihood method for testing changes in the parameters of normal observations
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+Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
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+The jackknife and the bootstrap for general stationary observations
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+Resampling methods for dependent data
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+Bootstrap procedures under some non-i.i.d. models
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+A theory of robust long-run variance estimation
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+A simple cumulative sum type statistic for the change-point problem with zero-one observations
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+Long run variance estimation and robust regression testing using sharp origin kernels with no truncation
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+Large sample confidence regions based on subsamples under minimal assumptions
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+Changepoints in the North Atlantic Tropical Cyclone Record
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+Almost sure invariance principles for mixing sequences of random variables
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+Testing for Change Points in Time Series
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+Q5478309
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+Jackknife, bootstrap and other resampling methods in regression analysis
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+Strong invariance principles for dependent random variables
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+A self-normalized confidence interval for the mean of a class of nonstationary processes
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