Nonparametric simultaneous testing for structural breaks
From MaRDI portal
structural breaktime series analysisnonparametric testingconditional mean and variance functionthreshold model
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)
Recommendations
- Nonparametric inference on structural breaks
- Testing structural change in time-series nonparametric regression models
- Testing jointly for structural changes in the error variance and coefficients of a linear regression model
- Estimating and Testing Linear Models with Multiple Structural Changes
- Structural Breaks in Financial Time Series
Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 3962966 (Why is no real title available?)
- scientific article; zbMATH DE number 1423406 (Why is no real title available?)
- ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS
- An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
- An econometric analysis of nonsynchronous trading
- Bootstrap of kernel smoothing in nonlinear time series
- Change point estimation using nonparametric regression
- Change-points in nonparametric regression analysis
- Data-Driven Discontinuity Detection in Derivatives of a Regression Function
- Discontinuous regression surfaces fitting
- Discontinuous versus smooth regression
- Efficient estimation of conditional variance functions in stochastic regression
- Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice
- Image Processing and Jump Regression Analysis
- Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
- Linearity testing using local polynomial approximation
- Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
- Nonparametric inference on structural breaks
- Nonparametric simultaneous testing for structural breaks
- Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
- Testing for structural change in conditional models
- Testing for threshold autoregression with conditional heteroscedasticity
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- Two Non-Parametric Tests For Change-Point Problems. IDOPT Project: It is a joint project of CNRS, INRIA, UJF and INPG
Cited in
(12)- Testing for jumps in the presence of smooth changes in trends of nonstationary time series
- Nonparametric simultaneous testing for structural breaks
- Smoothing and preservation of irregularities using local linear fitting.
- Multiscale jump testing and estimation under complex temporal dynamics
- Analysis of structural break models based on the evolutionary spectrum: Monte Carlo study and application
- Detecting multiple mean breaks at unknown points in official time series
- Regression discontinuity designs with unknown discontinuity points: testing and estimation
- Unstable volatility: the break-preserving local linear estimator
- Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators
- Changepoint detection by the quantile Lasso method
- Discontinuities in robust nonparametric regression with \(\alpha\)-mixing dependence
- A joint test for parametric specification and independence in nonlinear regression models
This page was built for publication: Nonparametric simultaneous testing for structural breaks
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q291109)
