Pages that link to "Item:Q1298460"

The following pages link to Likelihood ratio tests for multiple structural changes (Q1298460):

Displaying 34 items.

• Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
• Confidence sets for the date of a single break in linear time series regressions (Q289210) (← links)
• Delay times of sequential procedures for multiple time series regression models (Q302113) (← links)
• On consistency of minimum description length model selection for piecewise autoregressions (Q308393) (← links)
• Empirical likelihood for break detection in time series (Q391854) (← links)
• Two tests for sequential detection of a change-point in a nonlinear model (Q394776) (← links)
• Segmenting mean-nonstationary time series via trending regressions (Q527952) (← links)
• Estimation and inference in unstable nonlinear least squares models (Q528129) (← links)
• A general criterion to determine the number of change-points (Q553059) (← links)
• Model selection criteria in multivariate models with multiple structural changes (Q738024) (← links)
• Empirical likelihood test in a posteriori change-point nonlinear model (Q889149) (← links)
• Deciding between GARCH and stochastic volatility via strong decision rules (Q1044073) (← links)
• Strong rules for detecting the number of breaks in a time series (Q1414624) (← links)
• A joint test for structural stability and a unit root in autoregressions (Q1623553) (← links)
• Testing for multiple structural changes with non-homogeneous regressors (Q1695659) (← links)
• Exact post-selection inference for the generalized Lasso path (Q1746554) (← links)
• Structural changes in the cointegrated vector autoregressive model (Q1810669) (← links)
• Moving ratio test for multiple changes in persistence (Q1936583) (← links)
• Change points detection and parameter estimation for multivariate time series (Q2153567) (← links)
• An omnibus test to detect time-heterogeneity in time series (Q2255926) (← links)
• Empirical likelihood confidence regions for the parameters of a two phases nonlinear model with and without missing response data (Q2323195) (← links)
• Extensions of some classical methods in change point analysis (Q2513925) (← links)
• Structural breaks in time series (Q2852477) (← links)
• Inference for single and multiple change-points in time series (Q2864620) (← links)
• Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model (Q2930881) (← links)
• The transmission of shocks between Europe, Japan and the United States (Q3065492) (← links)
• CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS (Q4562551) (← links)
• Structural break detection in financial durations (Q4627118) (← links)
• Semiparametric method for identifying multiple change-points in financial market (Q5086296) (← links)
• Testing for shifts in mean with monotonic power against multiple structural changes (Q5107439) (← links)
• Testing for parameter constancy in the time series direction in panel data models (Q5220921) (← links)
• Detection and Estimation of Jump Points in Non parametric Regression Function with<i>AR</i>(1) Noise (Q5259115) (← links)
• Detecting at‐Most‐m Changes in Linear Regression Models (Q5283411) (← links)
• Testing for structural change of AR model to threshold AR model (Q5495700) (← links)