Ratio tests for variance change in nonparametric regression (Q5169748): Difference between revisions

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+The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes
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+On the cusum of squares test for variance change in nonstationary and nonparametric time series models
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+Modified procedures for change point monitoring in linear models
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+Monitoring Variance Change in Infinite Order Moving Average Processes and Nonstationary Autoregressive Processes
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+Nonparametric regression with long-range dependence
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+Bandwidth selection for kernel regression with correlated errors
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+Nonparametric inference on structural breaks
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+Change-Point Detection With Non-Parametric Regression
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+Change point estimation by local linear smoothing under a weak dependence condition
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+Bootstrap test for change-points in nonparametric regression
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+Jump and sharp cusp detection by wavelets
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+Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility
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+Change‐Point Tests for the Error Distribution in Non‐parametric Regression
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+Nonparametric estimation of structural change points in volatility models for time series
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+Nonparametric regression with correlated errors.
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+Semiparametric Regression
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+Mixing: Properties and examples
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