Pages that link to "Item:Q4632634"

The following pages link to A Self-Normalized Approach to Confidence Interval Construction in Time Series (Q4632634):

Displaying 42 items.

• Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations (Q111926) (← links)
• Spectral estimation of Hawkes processes from count data (Q128141) (← links)
• Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework (Q284309) (← links)
• The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
• A unified approach to self-normalized block sampling (Q288844) (← links)
• Improving the bandwidth-free inference methods by prewhitening (Q394095) (← links)
• A self-normalization test for a change-point in the shape parameter of a gamma distributed sequence (Q395879) (← links)
• A review of empirical likelihood methods for time series (Q466523) (← links)
• Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval (Q476245) (← links)
• Monitoring multivariate time series (Q511999) (← links)
• How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
• A modified Wilcoxon test for change points in long-range dependent time series (Q777757) (← links)
• A note on weak convergence of the sequential multivariate empirical process under strong mixing (Q895901) (← links)
• Subsampling based inference for \(U\) statistics under thick tails using self-normalization (Q1642255) (← links)
• Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework (Q1739594) (← links)
• Bayesian model selection based on parameter estimates from subsamples (Q1950737) (← links)
• Specification testing in semi-parametric transformation models (Q2074685) (← links)
• Adjusted-range self-normalized confidence interval construction for censored dependent data (Q2096226) (← links)
• Robust inference for change points in high dimension (Q2101465) (← links)
• Time series analysis of COVID-19 infection curve: a change-point perspective (Q2106384) (← links)
• Inference for change points in high-dimensional data via selfnormalization (Q2131255) (← links)
• Optimal difference-based variance estimators in time series: a general framework (Q2148979) (← links)
• Goodness-of-fit tests for SPARMA models with dependent error terms (Q2151745) (← links)
• Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
• A distribution free test for changes in the trend function of locally stationary processes (Q2233554) (← links)
• Estimating FARIMA models with uncorrelated but non-independent error terms (Q2243555) (← links)
• On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails (Q2283057) (← links)
• Change-in-mean tests in long-memory time series: a review of recent developments (Q2324321) (← links)
• On a general class of long run variance estimators (Q2446261) (← links)
• Measuring and comparing risks of different types (Q2670105) (← links)
• Pivotal tests for relevant differences in the second order dynamics of functional time series (Q2676920) (← links)
• Linear Hypothesis Testing in Dense High-Dimensional Linear Models (Q3121181) (← links)
• Adaptive Change Point Monitoring for High-Dimensional Data (Q5089460) (← links)
• An Asymptotic <i>F</i> Test for Uncorrelatedness in the Presence of Time Series Dependence (Q5121010) (← links)
• A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter (Q5226140) (← links)
• Asymptotic Behavior of Optimal Weighting in Generalized Self‐Normalization for Time Series (Q5237533) (← links)
• Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators (Q6039879) (← links)
• Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error terms (Q6067649) (← links)
• Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach (Q6152637) (← links)
• Portmanteau tests for periodic ARMA models with dependent errors (Q6153720) (← links)
• Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms (Q6158216) (← links)
• Two-sample and change-point inference for non-Euclidean valued time series (Q6200897) (← links)