Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models (Q2821014): Difference between revisions

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+Efficiencies of tests and estimators for p-order autoregressive processes when the error distribution is nonnormal
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+Autoregression with Non-Gaussian Innovations
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+Monitoring the parameter changes in general ARIMA time series models
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+A note on monitoring time-varying parameters in an autoregression
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+Normality testing for a long-memory sequence using the empirical moment generating function
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+Monitoring parameter change in AR\((p)\) time series models
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+The robust estimation of autoregressive processes by functional least squares
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+Monitoring changes in the error distribution of autoregressive models based on Fourier methods
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+On the Performance of the Fluctuation Test for Structural Change
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+Bootstrapping sequential change-point tests for linear regression
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+On the detection of changes in autoregressive time series. II: Resampling procedures
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+On the detection of changes in autoregressive time series. I: Asymptotics.
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+Bootstrapping Sequential Change-Point Tests
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+RATE OF CONVERGENCE OF CENTRED ESTIMATES OF AUTOREGRESSIVE PARAMETERS FOR INFINITE VARIANCE AUTOREGRESSIONS
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+Goodness-of-fit tests for long memory moving average marginal density
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+Goodness-of-fit testing under long memory
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+The Cusum Test for Parameter Change in Time Series Models
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+Monitoring Distributional Changes in Autoregressive Models
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+Characteristic function-based hypothesis tests under weak dependence
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+Degenerate \(U\)- and \(V\)-statistics under weak dependence: asymptotic theory and bootstrap consistency
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+Finite-sample performance of alternative estimators for autoregressive models in the presence of outliers
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+Monitoring parameter changes for random coefficient autoregressive models
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+New goodness-of-fit tests for the error distribution of autoregressive time-series models
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+Time Series Models in Non-Normal Situations: Symmetric Innovations
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