Pages that link to "Item:Q4853092"

The following pages link to The generalized fluctuation test: A unifying view (Q4853092):

Displaying 34 items.

• A nonparametric test for changing trends (Q262832) (← links)
• Testing for structural change in regression with long memory processes (Q265120) (← links)
• A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change (Q290950) (← links)
• Monitoring disruptions in financial markets (Q291846) (← links)
• Testing for structural change in regression quantiles (Q295711) (← links)
• Robust inference in nonstationary time series models (Q527996) (← links)
• Robust methods for detecting multiple level breaks in autocorrelated time series (Q736530) (← links)
• Generalized runs tests for the IID hypothesis (Q737912) (← links)
• Recursive estimation in econometrics (Q956735) (← links)
• Testing and dating of structural changes in practice (Q956738) (← links)
• Implementing a class of structural change tests: an econometric computing approach (Q959387) (← links)
• Moving estimates test with time varying bandwidth (Q996978) (← links)
• Testing for changes in polynomial regression (Q1002544) (← links)
• A range-CUSUM test with recursive residuals (Q1331848) (← links)
• Tests for changes in models with a polynomial trend (Q1379916) (← links)
• A note on tests for partial parameter instability in the trend stationary model. (Q1606269) (← links)
• Modeling tails of aggregate economic processes in a stochastic growth model (Q1623510) (← links)
• Sequential testing with uniformly distributed size (Q1669696) (← links)
• External bootstrap tests for parameter stability. (Q1858954) (← links)
• Alternative boundaries for CUSUM tests (Q1880300) (← links)
• A note on the structural change test in highly parameterized psychometric models (Q2088928) (← links)
• Testing for episodic predictability in stock returns (Q2116325) (← links)
• Methods of analyzing nonstationary time series with implicit changes in their properties (Q2377279) (← links)
• Sequential Monitoring for Changes in Models with a Polynomial Trend (Q2809595) (← links)
• Structural breaks in time series (Q2852477) (← links)
• Quantile Regression on Quantile Ranges - A Threshold Approach (Q2954307) (← links)
• Local Fourier tests for structural change based on residuals (Q2980048) (← links)
• TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS (Q2995421) (← links)
• Monitoring Structural Changes in Generalized Linear Models (Q3391838) (← links)
• Simulation experiments on the performance of structural change tests in cointegration (Q3527722) (← links)
• Testing for structural breaks in the presence of data perturbations: impacts and wavelet-based improvements (Q5222299) (← links)
• A Unified Approach to Structural Change Tests Based on ML Scores,<i>F</i>Statistics, and OLS Residuals (Q5719302) (← links)
• Testing parameter constancy in models with infinite variance errors. (Q5941114) (← links)
• Concept Drift Monitoring and Diagnostics of Supervised Learning Models via Score Vectors (Q6631120) (← links)