Pages that link to "Item:Q2716438"
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The following pages link to TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES (Q2716438):
Displayed 41 items.
- Detecting changes in cross-sectional dependence in multivariate time series (Q123369) (← links)
- Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions (Q151787) (← links)
- Bootstrap specification tests for diffusion processes (Q261886) (← links)
- A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
- Bootstrap conditional distribution tests in the presence of dynamic misspecification (Q275263) (← links)
- The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test (Q291635) (← links)
- Testing for structural change in regression quantiles (Q295711) (← links)
- Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique (Q391536) (← links)
- Change-point detection and bootstrap for Hilbert space valued random fields (Q512034) (← links)
- A note on weak convergence of the sequential multivariate empirical process under strong mixing (Q895901) (← links)
- Testing for parameter stability in quantile regression models (Q952875) (← links)
- A fluctuation test for constant Spearman's rho with nuisance-free limit distribution (Q1623567) (← links)
- Alternative tests for correct specification of conditional predictive densities (Q1739884) (← links)
- A consistent test for nonlinear out of sample predictive accuracy. (Q1858975) (← links)
- A test for the distributional comparison of simulated and historical data (Q1927606) (← links)
- A new fluctuation test for constant variances with applications to finance (Q1928381) (← links)
- Bootstrapping the empirical distribution of a stationary process with change-point (Q2326067) (← links)
- On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process (Q2326069) (← links)
- Detecting breaks in the dependence of multivariate extreme-value distributions (Q2363660) (← links)
- Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series (Q2423187) (← links)
- A general approach to the joint asymptotic analysis of statistics from sub-samples (Q2447093) (← links)
- Conditional predictive density evaluation in the presence of instabilities (Q2453081) (← links)
- Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach (Q2868867) (← links)
- TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD (Q2890704) (← links)
- Monitoring distributional changes of squared residuals in GARCH models (Q2980065) (← links)
- Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series (Q3120663) (← links)
- TESTING FOR THE MARKOV PROPERTY IN TIME SERIES (Q3224040) (← links)
- Fourier Methods for Sequential Change Point Analysis in Autoregressive Models (Q3298505) (← links)
- Change‐Point Tests for the Error Distribution in Non‐parametric Regression (Q3552970) (← links)
- Bounds for inference with nuisance parameters present only under the alternative (Q4416025) (← links)
- NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY (Q4917232) (← links)
- RIGHT-TAIL INFORMATION IN FINANCIAL MARKETS (Q4979935) (← links)
- Nonparametric Anomaly Detection on Time Series of Graphs (Q5066461) (← links)
- Incorporating a change-point estimator when bootstrapping the empirical distribution of a stationary process (Q5081024) (← links)
- Empirical processes for recurrent and transient random walks in random scenery (Q5110213) (← links)
- SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS (Q5314884) (← links)
- TESTING FOR CHANGES IN KENDALL’S TAU (Q5371153) (← links)
- Sequential block bootstrap in a Hilbert space with application to change point analysis (Q5507360) (← links)
- A WILD BOOTSTRAP FOR DEPENDENT DATA (Q6042894) (← links)
- Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk (Q6054399) (← links)
- ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)