Change-point detection in long-memory processes
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Cites work
- scientific article; zbMATH DE number 3960686 (Why is no real title available?)
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 1048663 (Why is no real title available?)
- scientific article; zbMATH DE number 847242 (Why is no real title available?)
- scientific article; zbMATH DE number 272681 (Why is no real title available?)
- A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
- A u-i approach to retrospective testing for shifting parameters in a linear model
- Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
- Limit theorems for quadratic forms with applications to Whittle's estimate
- Limit theorems for the union-intersection test
- Testing for a change of the long-memory parameter
Cited in
(32)- Data-driven semi-parametric detection of multiple changes in long-range dependent processes
- Change-Point Estimation in Long Memory Nonparametric Models with Applications
- Estimating a change point in the long memory parameter
- Serial rank statistics for detection of changes.
- scientific article; zbMATH DE number 1944317 (Why is no real title available?)
- Testing for structural change in a long-memory environment
- Likelihood inference for discriminating between long-memory and change-point models
- A generalized ARFIMA process with Markov-switching fractional differencing parameter
- A new process for modeling heartbeat signals during exhaustive run with an adaptive estimator of its fractal parameters
- Considering long-memory when testing for changepoints in surface temperature: a classification approach based on the time-varying spectrum
- Change-point detection with rank statistics in long-memory time-series models
- Testing for changes in the mean or variance of long memory processes
- Constancy test for FARIMA long memory processes
- Testing for change in long-memory stochastic volatility time series
- Sieve bootstrap monitoring for change from short to long memory
- Change-in-mean problem for long memory time series models with applications
- A self-normalized semi-parametric test to detect changes in the long memory parameter
- Bootstrap testing for discontinuities under long-range dependence
- Monitoring mean and variance change-points in long-memory time series
- Testing for a change of the long-memory parameter
- On rapid change points under long memory
- A two-sample test for comparison of long memory parameters
- Testing for a change of the density function in long memory processes
- DETECTION OF NONCONSTANT LONG MEMORY PARAMETER
- Change point detection for the mean of long range dependence sequence
- Multiscale detection and location of multiple variance changes in the presence of long memory
- Testing for structural change in regression with long memory processes
- Detecting changes from short to long memory
- Detecting abrupt changes of the long-range dependence or the self-similarity of a Gaussian process
- Testing and estimating for change in long memory parameter
- Testing for change points in time series models and limiting theorems for NED sequences
- Test for Parameter Change in Linear Processes Based on Whittle's Estimator
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