Pages that link to "Item:Q135915"

The following pages link to The effect of long-range dependence on change-point estimators (Q135915):

Displaying 37 items.

• memochange (Q43245) (← links)
• A simple test of changes in mean in the possible presence of long-range dependence (Q135933) (← links)
• Change-in-mean problem for long memory time series models with applications (Q135938) (← links)
• A simple test on structural change in long-memory time series (Q135940) (← links)
• Change-point detection for long-range dependent sequences in a general setting (Q425833) (← links)
• Bootstrap testing for discontinuities under long-range dependence (Q764501) (← links)
• Factor-driven two-regime regression (Q820823) (← links)
• Change-of-variance problem for linear processes with long memory (Q864915) (← links)
• On rapid change points under long memory (Q989259) (← links)
• Strong convergence rate of robust estimator of change point (Q991162) (← links)
• On parameter estimation for locally stationary long-memory processes (Q1007468) (← links)
• Detection of change-points near the end points of long-range dependent sequences (Q1012397) (← links)
• Testing for changes in multivariate dependent observations with an application to temperature changes (Q1283849) (← links)
• Change-point in the mean of dependent observations (Q1305227) (← links)
• The integrated periodogram for long-memory processes with finite or infinite variance (Q1382496) (← links)
• Serial rank statistics for detection of changes. (Q1424484) (← links)
• Cumulative sum estimator for change-point in panel data (Q1685211) (← links)
• Long memory versus structural breaks: an overview (Q1762969) (← links)
• Monitoring mean and variance change-points in long-memory time series (Q2165444) (← links)
• A robust test for mean change in dependent observations (Q2261987) (← links)
• Change-point problems: bibliography and review (Q2324132) (← links)
• Change-in-mean tests in long-memory time series: a review of recent developments (Q2324321) (← links)
• Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences (Q2456021) (← links)
• Rates of convergence for the change-point estimator for long-range dependent sequences (Q2483883) (← links)
• Inference for mean change-point in infinite variance \(AR(p)\) process (Q2518944) (← links)
• Nonparametric change-point estimation for dependent sequences (Q2575109) (← links)
• Convergence rates for estimating a change-point with long-range dependent sequences (Q2577026) (← links)
• Estimation methods for the LRD parameter under a change in the mean (Q2633430) (← links)
• CHANGE-POINT DETECTION WITH RANK STATISTICS IN LONG-MEMORY TIME-SERIES MODELS (Q2810355) (← links)
• Inference for single and multiple change-points in time series (Q2864620) (← links)
• Wavelet change-point estimation for long memory non-parametric random design models (Q3077679) (← links)
• The S-estimator in the change-point random model with long memory (Q3143500) (← links)
• Robust Wilcoxon‐Type Estimation of Change‐Point Location Under Short‐Range Dependence (Q4604008) (← links)
• A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter (Q5226140) (← links)
• Testing for Change in Long‐Memory Stochastic Volatility Time Series (Q5237528) (← links)
• Hajek-Renyi-type inequality for \((\alpha, \beta)\)-mixing sequences and its application to change-point model (Q6038923) (← links)
• Data-driven estimation of change-points with mean shift (Q6101010) (← links)