Pages that link to "Item:Q1245663"
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The following pages link to Properties of sequences of partial sums of polynomial regression residuals with applications to tests for change of regression at unknown times (Q1245663):
Displayed 50 items.
- Tests of stationarity against a change in persistence (Q135904) (← links)
- Size and power of tests of stationarity in highly autocorrelated time series (Q265023) (← links)
- Adaptive estimation in the functional nonparametric regression model (Q268736) (← links)
- A robust version of the KPSS test based on indicators (Q276913) (← links)
- Confidence sets for the date of a single break in linear time series regressions (Q289210) (← links)
- Precise small deviations in \(L_2\) of some Gaussian processes appearing in the regression context (Q403189) (← links)
- Karhunen-Loève expansions for the detrended Brownian motion (Q449375) (← links)
- Karhunen-Loève expansions for the \(m\)-th order detrended Brownian motion (Q477275) (← links)
- Partial sum process to check regression models with multiple correlated response: with an application for testing a change-point in profile data (Q618153) (← links)
- Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root? (Q675678) (← links)
- Time series regression with persistent level shifts (Q889016) (← links)
- Testing for changes in polynomial regression (Q1002544) (← links)
- Extreme value theory for stochastic integrals of Legendre polynomials (Q1006679) (← links)
- Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives (Q1007505) (← links)
- The limit of the partial sums process of spatial least squares residuals (Q1036780) (← links)
- On the residuals of autoregressive processes and polynomial regression (Q1069631) (← links)
- Tests for parameter changes at unknown times in linear regression models (Q1174646) (← links)
- Percentiles for Cramér-von Mises functionals of Gaussian processes and some applications to Bayesian tests (Q1194603) (← links)
- The KPSS stationarity test as a unit root test (Q1194710) (← links)
- Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series (Q1305671) (← links)
- Distributions of Bayes-type change-point statistics under polynomial regression (Q1329693) (← links)
- A property of partial sums of regression least squares residuals and its applications (Q1329696) (← links)
- Deciding between I(1) and I(0) (Q1341206) (← links)
- Eigenvalues of a Fredholm integral operator and applications to problems of statistical inference (Q1358739) (← links)
- Regression with integrated regressors (Q1378823) (← links)
- Tests for changes in models with a polynomial trend (Q1379916) (← links)
- On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models. (Q1423023) (← links)
- Testing for stationarity in series with a shift in the mean. A Fredholm approach (Q1423867) (← links)
- Karhunen-Loève expansion for the second order detrended Brownian motion (Q1724153) (← links)
- Accessing the power of tests based on set-indexed partial sums of multivariate regression residuals (Q1741678) (← links)
- Asymptotic theory in model diagnostic for general multivariate spatial regression (Q1751445) (← links)
- A functional central limit theorem for regression models (Q1807139) (← links)
- Residual partial sum limit process for regression models with applications to detecting parameter changes at unknown times (Q1822870) (← links)
- Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test (Q1880999) (← links)
- Likelihood ratio tests for goodness-of-fit of a nonlinear regression model (Q1882933) (← links)
- Detecting a change in the intercept in multiple regression (Q1892116) (← links)
- Recent developments in the econometrics of structural change (Q1906284) (← links)
- The effect of linear filters on dynamic time series with structural change (Q1906288) (← links)
- A trend-resistant test for structural change based on OLS residuals (Q1906292) (← links)
- On the asymptotics of residuals in autoregressive moving average processes with one autoregressive unit root (Q1916215) (← links)
- Long memory processes and fractional integration in econometrics (Q1922357) (← links)
- On the power of the KPSS test of stationarity against fractionally-integrated alternatives (Q1922367) (← links)
- Nonparametric pseudo-Lagrange multiplier stationarity testing (Q1934472) (← links)
- Detection of change in persistence of a linear time series (Q1971788) (← links)
- A score statistic for testing the presence of a stochastic trend in conditional variances (Q2127331) (← links)
- Spectral equivalence of Gaussian random functions: operator approach (Q2137026) (← links)
- An omnibus test to detect time-heterogeneity in time series (Q2255926) (← links)
- Computation of limiting distributions in stationarity testing with a generic trend (Q2268373) (← links)
- On partial-sum processes of ARMAX residuals (Q2284371) (← links)
- Inference for single and multiple change-points in time series (Q2864620) (← links)
