Pages that link to "Item:Q291109"
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The following pages link to Nonparametric simultaneous testing for structural breaks (Q291109):
Displaying 7 items.
- Testing for jumps in the presence of smooth changes in trends of nonstationary time series (Q262694) (← links)
- Nonparametric simultaneous testing for structural breaks (Q291109) (← links)
- Regression discontinuity designs with unknown discontinuity points: testing and estimation (Q496153) (← links)
- Smoothing and preservation of irregularities using local linear fitting. (Q834015) (← links)
- Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators (Q2073724) (← links)
- Changepoint detection by the quantile Lasso method (Q2301226) (← links)
- Unstable volatility: the break-preserving local linear estimator (Q3145404) (← links)
