Pages that link to "Item:Q4319842"
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The following pages link to LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES (Q4319842):
Displayed 27 items.
- Detection of multiple changes in a sequence of dependent variables (Q120317) (← links)
- The effect of long-range dependence on change-point estimators (Q135915) (← links)
- Change-point estimation of a mean shift in moving-average processes under dependence assump\-tions (Q861410) (← links)
- Mean and volatility dynamics of indian rupee/US dollar exchange rate series: an empirical investigation (Q878216) (← links)
- An efficient algorithm for estimating a change-point (Q1007338) (← links)
- Subsampling tests for the mean change point with heavy-tailed innovations (Q1013151) (← links)
- The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson process (Q1020716) (← links)
- Estimation of multiple-regime regressions with least absolutes deviation (Q1298916) (← links)
- Change-point in the mean of dependent observations (Q1305227) (← links)
- Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series (Q1305671) (← links)
- Effect of dependence on statistics for determination of change (Q1361628) (← links)
- Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots (Q1410564) (← links)
- Long memory versus structural breaks: an overview (Q1762969) (← links)
- Unit root tests with a break in innovation variance. (Q1858958) (← links)
- Testing for stationarity with a break (Q1867712) (← links)
- Nonparametric inference on structural breaks (Q1973431) (← links)
- Covariance changes detection in multivariate time series (Q2433827) (← links)
- On discriminating between long-range dependence and changes in mean (Q2500449) (← links)
- Rate of convergence for multiple change-points estimation of moving-average processes (Q2501422) (← links)
- Inference for mean change-point in infinite variance \(AR(p)\) process (Q2518944) (← links)
- Least Squares Volatility Change Point Estimation for Partially Observed Diffusion Processes (Q3526088) (← links)
- ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN (Q4443967) (← links)
- Truncating Estimation for the Mean Change-Point in Heavy-Tailed Dependent Observations (Q5201471) (← links)
- Nonmonotonic power for tests of a mean shift in a time series§ (Q5425736) (← links)
- Gradual changes in long memory processes with applications (Q5758160) (← links)
- Testing for changes in the mean or variance of a stochastic process under weak invariance (Q5928941) (← links)
- Change point estimation in regressions with \(I(d)\) variables. (Q5940733) (← links)