Pages that link to "Item:Q5088220"
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The following pages link to Inference for Linear Models with Dependent Errors (Q5088220):
Displaying 13 items.
- A unified approach to self-normalized block sampling (Q288844) (← links)
- Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval (Q476245) (← links)
- Bahadur representations of M-estimators and their applications in general linear models (Q824581) (← links)
- A smooth block bootstrap for quantile regression with time series (Q1650073) (← links)
- Estimating change-point latent factor models for high-dimensional time series (Q2059427) (← links)
- Time series analysis of COVID-19 infection curve: a change-point perspective (Q2106384) (← links)
- Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model (Q2236868) (← links)
- Unsupervised Self-Normalized Change-Point Testing for Time Series (Q4962429) (← links)
- Weak linear representation of M-estimaton in GLMs with dependent errors (Q4975318) (← links)
- SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET (Q5071683) (← 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 and change-point inference for non-Euclidean valued time series (Q6200897) (← links)
