Change point estimation of the variance of linear processes
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Recommendations
- The SCUSUM estimation of variance change point in linear process
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Cited in
(22)- The SCUSUM estimation of variance change point in linear process
- Variance estimation in the change analysis of a linear regression model
- Change-point detection for variance piecewise constant models
- Variance Estimation Based on Invariance Principles
- Change Point Estimation with Independent Observations and Piece-Wise Continuous Variance Function
- Least-squares estimation of an unknown number of shifts in a time series
- On variance estimation under shifts in the mean
- Ratio test for variance change point in linear process with long memory
- Ratio test to detect change in the variance of linear process
- An efficient algorithm to estimate the change in variance
- Estimation on mean-variance change-point of dependent sequence
- Detection of multiple change points for linear processes under negatively super-additive dependence
- LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
- Change Point Estimation of Multivariate Linear Profiles Under Linear Drift
- Limit properties of weighted cumulative sum estimator of change-point in variance
- Algorithms for estimating the change-point of a Gaussian sequence and determining the variance of the estimate obtained
- Change-point detection in the marginal distribution of a linear process
- Variance estimation and change point detection for the hybrids of empirical and partial-sum processes
- An Estimate of a Change Point in Variance of Measurement Errors and Its Convergence Rate
- Inference on the change point estimator of variance in measurement error models
- Change‐Point Estimation of Fractionally Integrated Processes
- Long-run variance estimation for spatial data under change-point alternatives
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