ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585): Difference between revisions

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+Inference in Nonlinear Econometric Models with Structural Change
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+Estimation of a change-point in the mean function of functional data
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+Detecting and Dating Structural Breaks in Functional Data Without Dimension Reduction
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+Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression
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+Tests of Equality Between Sets of Coefficients in Two Linear Regressions
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+Measures of Distributional Change: An Axiomatic Approach
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+Nonparametric inference on structural breaks
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+The asymptotic behavior of some nonparametric change-point estimators
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+Testing that a stationary time series is Gaussian
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+Testing that a Gaussian process is stationary
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+The empirical characteristic function and its applications
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+A model-free consistent test for structural change in regression possibly with endogeneity
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+Inference regarding multiple structural changes in linear models with endogenous regressors
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+Monitoring changes in the error distribution of autoregressive models based on Fourier methods
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+DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS
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+TESTING STRICT STATIONARITY WITH APPLICATIONS TO MACROECONOMIC TIME SERIES
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+Weakly dependent functional data
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+Change point analysis based on empirical characteristic functions
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+Tests for the multivariate<i>k</i>-sample problem based on the empirical characteristic function
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+TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES
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+Change point estimation using nonparametric regression
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+Testing for structural change in regression quantiles
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+Estimating and Testing Structural Changes in Multivariate Regressions
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+Structural Change Tests in Tail Behaviour and the Asian Crisis
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+Estimation of affine asset pricing models using the empirical characteristic function
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+TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS
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+CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH
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+A note on optimal detection of a change in distribution
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+Two non parametric methods for change-point detection in distribution
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+Nonparametric maximum likelihood approach to multiple change-point problems
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