Pages that link to "Item:Q1973431"

The following pages link to Nonparametric inference on structural breaks (Q1973431):

Displaying 35 items.

• Nonparametric estimation of structural change points in volatility models for time series (Q262749) (← links)
• \(\tau\)-estimators of regression models with structural change of unknown location (Q269228) (← links)
• A smoothed least squares estimator for threshold regression models (Q289180) (← links)
• Adaptive jump-preserving estimates in varying-coefficient models (Q290702) (← links)
• Adaptive estimation of autoregressive models with time-varying variances (Q290952) (← links)
• Nonparametric simultaneous testing for structural breaks (Q291109) (← links)
• Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility (Q291114) (← links)
• Semiparametric estimation of a binary response model with a change-point due to a covariate threshold (Q295410) (← links)
• Regression discontinuity designs with unknown discontinuity points: testing and estimation (Q496153) (← links)
• Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance (Q736698) (← links)
• Bootstrap testing for discontinuities under long-range dependence (Q764501) (← links)
• Distribution free goodness-of-fit tests for linear processes (Q817984) (← links)
• On the functional estimation of jump-diffusion models. (Q1398983) (← links)
• Threshold regression with endogeneity (Q1706444) (← links)
• Estimating change points in nonparametric time series regression models (Q2208375) (← links)
• Change point detection for nonparametric regression under strongly mixing process (Q2208376) (← links)
• Sparse HP filter: finding kinks in the COVID-19 contact rate (Q2224907) (← links)
• Structural-break models under mis-specification: implications for forecasting (Q2354861) (← links)
• Specification and structural break tests for additive models with applications to realized variance data (Q2354863) (← links)
• Frequentist model averaging for threshold models (Q2414942) (← links)
• COVID-19: metaheuristic optimization-based forecast method on time-dependent bootstrapped data (Q2662186) (← links)
• Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach (Q2868867) (← links)
• Testing for parameter stability in nonlinear autoregressive models (Q2931587) (← links)
• TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS (Q2995421) (← links)
• Unstable volatility: the break-preserving local linear estimator (Q3145404) (← links)
• LET’S GET LADE: ROBUST ESTIMATION OF SEMIPARAMETRIC MULTIPLICATIVE VOLATILITY MODELS (Q3450342) (← links)
• TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS (Q3450348) (← links)
• Some statistical aspects of methods for detection of turning points in business cycles (Q3592562) (← links)
• (Q4986375) (← links)
• Ratio tests for variance change in nonparametric regression (Q5169748) (← links)
• INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS (Q5221309) (← links)
• Discontinuities in robust nonparametric regression with α-mixing dependence (Q5266573) (← links)
• Testing for Breaks in Regression Models with Dependent Data (Q5280075) (← links)
• Threshold regression with nonparametric sample splitting (Q6108278) (← links)
• ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)