Pages that link to "Item:Q5327300"
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The following pages link to Heteroscedasticity and Autocorrelation Robust Structural Change Detection (Q5327300):
Displaying 28 items.
- Testing for jumps in the presence of smooth changes in trends of nonstationary time series (Q262694) (← links)
- Two sample tests for high-dimensional autocovariances (Q830592) (← links)
- A change-point problem in relative error-based regression (Q905109) (← links)
- Gradient-based structural change detection for nonstationary time series M-estimation (Q1650076) (← links)
- A residual-based multivariate constant correlation test (Q1669884) (← links)
- Simultaneous quantile inference for non-stationary long-memory time series (Q1708990) (← links)
- Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models (Q1755119) (← links)
- Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators (Q2073724) (← links)
- Asymptotic analysis of synchrosqueezing transform -- toward statistical inference with nonlinear-type time-frequency analysis (Q2105191) (← links)
- Functional weak limit theorem for a local empirical process of non-stationary time series and its application (Q2174984) (← links)
- Frequency domain theory for functional time series: variance decomposition and an invariance principle (Q2175006) (← links)
- Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification (Q2189616) (← 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)
- Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach (Q2233573) (← links)
- Inference of weighted \(V\)-statistics for nonstationary time series and its applications (Q2448724) (← links)
- When Ramanujan meets time-frequency analysis in complicated time series analysis (Q2688183) (← links)
- Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach (Q2691690) (← links)
- Inference for non-stationary time-series autoregression (Q2864628) (← links)
- Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series (Q3120663) (← links)
- BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS (Q4629568) (← links)
- Unsupervised Self-Normalized Change-Point Testing for Time Series (Q4962429) (← links)
- Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods (Q5095289) (← links)
- Spectral Inference under Complex Temporal Dynamics (Q5881071) (← links)
- Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models (Q6108257) (← links)
- Autoregressive approximations to nonstationary time series with inference and applications (Q6136588) (← links)
- Inference for high‐dimensional linear models with locally stationary error processes (Q6148344) (← links)
- Change-point inference for high-dimensional heteroscedastic data (Q6184933) (← links)
