Pages that link to "Item:Q660069"
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The following pages link to Testing structural change in time-series nonparametric regression models (Q660069):
Displayed 15 items.
- Regression discontinuity designs with unknown discontinuity points: testing and estimation (Q496153) (← links)
- Nonparametric regression with multiple thresholds: estimation and inference (Q1792458) (← links)
- A model-free consistent test for structural change in regression possibly with endogeneity (Q2000860) (← links)
- Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators (Q2073724) (← links)
- Consistent nonparametric change point detection combining CUSUM and marked empirical processes (Q2188476) (← links)
- Change point detection for nonparametric regression under strongly mixing process (Q2208376) (← links)
- Change-point detection for the link function in a single-index model (Q2670772) (← links)
- Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach (Q2868867) (← links)
- TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS (Q2995421) (← links)
- TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS (Q3450348) (← links)
- Specification testing in nonparametric AR‐ARCH models (Q4629272) (← links)
- A weak convergence result for sequential empirical processes under weak dependence (Q5086477) (← links)
- A consistent nonparametric test for the structure change in quantile regression (Q6047353) (← links)
- Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form (Q6086165) (← links)
- ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)