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):
Displaying 50 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)
- Nonparametric estimation of structural change points in volatility models for time series (Q262749) (← links)
- Structural breaks with deterministic and stochastic trends (Q265106) (← links)
- \(\tau\)-estimators of regression models with structural change of unknown location (Q269228) (← links)
- Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point (Q281053) (← links)
- Confidence sets for the date of a single break in linear time series regressions (Q289210) (← links)
- Adaptive estimation of autoregressive models with time-varying variances (Q290952) (← links)
- When bubbles burst: econometric tests based on structural breaks (Q379933) (← links)
- Bayesian multiple structural change-points estimation in time series models with genetic algorithm (Q395906) (← links)
- Truncating estimation for the change in stochastic trend with heavy-tailed innovations (Q451494) (← links)
- Level changes in volatility models (Q470520) (← links)
- Identification and estimation of a large factor model with structural instability (Q506054) (← links)
- Inference regarding multiple structural changes in linear models with endogenous regressors (Q528045) (← links)
- Estimation and inference in unstable nonlinear least squares models (Q528129) (← links)
- Common breaks in means and variances for panel data (Q530972) (← links)
- Subsampling tests for variance changes in the presence of autoregressive parameter shifts (Q604339) (← links)
- Testing for changes in the mean or variance of long memory processes (Q627588) (← links)
- Modified tests for variance changes in autoregressive regression (Q632729) (← links)
- A confidence interval test for the detection of structural breaks (Q647992) (← links)
- Parameter estimation and change-point detection from dynamic contrast enhanced MRI data using stochastic differential equations (Q648020) (← links)
- Detecting changes from short to long memory (Q657089) (← links)
- Asymptotic distribution of the jump change-point estimator (Q692763) (← links)
- Estimation for the change point of volatility in a stochastic differential equation (Q765890) (← links)
- Factor-driven two-regime regression (Q820823) (← links)
- Anomaly detection of mobile positioning data with applications to COVID-19 situational awareness (Q825360) (← 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)
- Strong convergence rate of estimators of change point and its application (Q961223) (← links)
- Strong convergence rate of robust estimator of change point (Q991162) (← links)
- A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process (Q993808) (← 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)
- Tests for a mean shift with good size and monotonic power (Q1036841) (← 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)
- Fixed and recursive right-tailed Dickey-Fuller tests in the presence of a break under the null (Q1695668) (← links)
- Testing for common breaks in a multiple equations system (Q1745616) (← links)
- New distribution theory for the estimation of structural break point in mean (Q1754516) (← 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)
- Detection of structural breaks in linear dynamic panel data models (Q1927089) (← links)
- Change-point estimation of nonstationary \(I(d)\) processes (Q1934679) (← links)
- Nonparametric inference on structural breaks (Q1973431) (← links)
- Estimation of a level shift in panel data with fractionally integrated errors (Q1984471) (← links)
