The following pages link to Structural breaks in time series (Q2852477):
Displayed 26 items.
- Testing for jumps in the presence of smooth changes in trends of nonstationary time series (Q262694) (← 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)
- Structural changes in autoregressive models for binary time series (Q394778) (← links)
- Trimmed stable AR(1) processes (Q404137) (← links)
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
- A linear regression model with persistent level shifts: an alternative to infill asymptotics (Q464480) (← links)
- Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
- Threshold models in time series analysis -- some reflections (Q888344) (← links)
- Time series regression with persistent level shifts (Q889016) (← links)
- Uniform change point tests in high dimension (Q892243) (← links)
- Panel data segmentation under finite time horizon (Q897629) (← links)
- Improving the finite sample performance of tests for a shift in mean (Q897636) (← links)
- Inference for post-change parameters after sequential CUSUM test under AR(1) model (Q900754) (← links)
- Darling-Erdős limit results for change-point detection in panel data (Q1937207) (← links)
- Reaction times of monitoring schemes for ARMA time series (Q2348744) (← links)
- Quasi-maximum likelihood estimation for multiple volatility shifts (Q2452776) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- Identifying Different Areas of Inhomogenous Mineral Subsoil: Spatial Fluctuation Approaches (Q2809597) (← links)
- Detection of Changes in INAR Models (Q2833353) (← links)
- Inference for single and multiple change-points in time series (Q2864620) (← links)
- Parameter Change Test for Poisson Autoregressive Models (Q2932778) (← links)
- ON-LINE MONITORING OF POLLUTION CONCENTRATIONS WITH AUTOREGRESSIVE MOVING AVERAGE TIME SERIES (Q2936572) (← links)
- Page's sequential procedure for change-point detection in time series regression (Q5263973) (← links)
- Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes (Q5495766) (← links)