Pages that link to "Item:Q2642747"

The following pages link to Testing for change points in time series models and limiting theorems for NED sequences (Q2642747):

Displaying 19 items.

• On consistency of minimum description length model selection for piecewise autoregressions (Q308393) (← links)
• Moment bounds and mean squared prediction errors of long-memory time series (Q366971) (← links)
• Structural changes in autoregressive models for binary time series (Q394778) (← links)
• Constancy test for FARIMA long memory processes (Q458109) (← links)
• Segmenting mean-nonstationary time series via trending regressions (Q527952) (← links)
• Test for parameter change in ARMA models with GARCH innovations (Q947213) (← links)
• Asymptotically distribution free test for parameter change in a diffusion process model (Q1926009) (← links)
• Optimal change-point estimation in time series (Q2054501) (← links)
• Consistent order selection for ARFIMA processes (Q2148974) (← links)
• Testing for structural stability in the whole sample (Q2440388) (← links)
• ESTIMATION OF CHANGE-POINTS IN LINEAR AND NONLINEAR TIME SERIES MODELS (Q2801992) (← links)
• Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model (Q2930881) (← links)
• LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES (Q3168418) (← links)
• Fourier Methods for Sequential Change Point Analysis in Autoregressive Models (Q3298505) (← links)
• Robust Wilcoxon‐Type Estimation of Change‐Point Location Under Short‐Range Dependence (Q4604008) (← links)
• Estimating a change point in the long memory parameter (Q4979111) (← links)
• Testing for structural change of AR model to threshold AR model (Q5495700) (← links)
• Comments on: ``Extensions of some classical methods in change point analysis'' (Q5971367) (← links)
• Testing for changes in linear models using weighted residuals (Q6074726) (← links)