Multiple break detection in the correlation structure of random variables (Q1623527): Difference between revisions

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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Q5560061
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+Stochastic Limit Theory
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+The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson process
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+Detecting change-points in multidimensional stochastic processes
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+Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
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+Cube root asymptotics
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+A new test for structural stability in the linear regression model
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+Q3948492
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+TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD
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