Testing for Breaks in Regression Models with Dependent Data (Q5280075): Difference between revisions

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+Tests for continuity of regression functions
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+On some global measures of the deviations of density function estimates
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+Time series: theory and methods.
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+Sieve bootstrap for time series
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+Kernel-type estimators of jump points and values of a regression function
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+Nonparametric inference on structural breaks
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+A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS
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+Necessary conditions for the bootstrap of the mean
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+On convergence rates of suprema
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+Bootstrap simultaneous error bars for nonparametric regression
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+Specification testing for regression models with dependent data
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+PREDICTION AND SIGNAL EXTRACTION OF STRONGLY DEPENDENT PROCESSES  IN THE FREQUENCY DOMAIN
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+On the detection of changes in autoregressive time series. II: Resampling procedures
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+Weak convergence of multivariate fractional processes
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+Asymptotic Properties of the Maximum in a Stationary Gaussian Process
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+Convergence of stochastic processes
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+Boundary modification for kernel regression
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+Log-periodogram regression of time series with long range dependence
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+Gaussian semiparametric estimation of long range dependence
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+Large-sample inference for nonparametric regression with dependent errors
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+Approximation Theorems of Mathematical Statistics
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+On the Maximum Deviation of the Sample Density
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