Pages that link to "Item:Q2890704"

The following pages link to TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD (Q2890704):

Displaying 30 items.

• Multi-scale detection of rate changes in spike trains with weak dependencies (Q146398) (← links)
• Fractional integration versus level shifts: the case of realized asset correlations (Q379926) (← links)
• On the application of new tests for structural changes on global minimum-variance portfolios (Q379943) (← links)
• Testing for a change in covariance operator (Q394564) (← links)
• Detecting changes in functional linear models (Q444989) (← links)
• Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
• Monitoring multivariate time series (Q511999) (← links)
• Multiple break detection in the correlation structure of random variables (Q1623527) (← links)
• A fluctuation test for constant Spearman's rho with nuisance-free limit distribution (Q1623567) (← links)
• A residual-based multivariate constant correlation test (Q1669884) (← links)
• Moving block bootstrapping for a CUSUM test for correlation change (Q1738004) (← links)
• Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models (Q1755119) (← links)
• A new fluctuation test for constant variances with applications to finance (Q1928381) (← links)
• Change-point problems for multivariate time series using pseudo-observations (Q2057844) (← links)
• A self-normalization break test for correlation matrix (Q2062385) (← links)
• Change point analysis of covariance functions: a weighted cumulative sum approach (Q2078538) (← links)
• Quantifying the data-dredging bias in structural break tests (Q2122806) (← links)
• Nonparametric estimation of time varying correlation coefficient (Q2131990) (← links)
• A self-normalization test for correlation change (Q2208630) (← links)
• Extensions of some classical methods in change point analysis (Q2513925) (← links)
• Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models (Q2700525) (← links)
• Structural breaks in time series (Q2852477) (← links)
• CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns (Q2852493) (← links)
• Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data (Q4911971) (← links)
• Structured Correlation Detection with Application to Colocalization Analysis in Dual-Channel Fluorescence Microscopic Imaging (Q4986374) (← links)
• Testing and dating structural changes in copula-based dependence measures (Q5073383) (← links)
• Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series (Q5237526) (← links)
• TESTING FOR CHANGES IN KENDALL’S TAU (Q5371153) (← links)
• A nonparametric test for a constant correlation matrix (Q5864634) (← links)
• Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach (Q6152637) (← links)