Pages that link to "Item:Q528070"
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The following pages link to Ratio-based estimators for a change point in persistence (Q528070):
Displayed 7 items.
- Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models (Q1755119) (← links)
- Inference on a structural break in trend with mildly integrated errors (Q2126037) (← links)
- Estimating multiple breaks in nonstationary autoregressive models (Q2225018) (← links)
- Asymptotic Inferences for an AR(1) Model with a Change Point and Possibly Infinite Variance (Q2807610) (← links)
- STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS (Q4585028) (← links)
- Limit theory for moderate deviations from a unit root with a break in variance (Q5075479) (← links)
- Non identification of structural change in non stationary AR(1) models (Q5078895) (← links)