Segmenting mean-nonstationary time series via trending regressions
From MaRDI portal
(Redirected from Publication:527952)
Recommendations
- Multiscale and multilevel technique for consistent segmentation of nonstationary time series
- Structural Break Estimation for Nonstationary Time Series Models
- Break detection for a class of nonlinear time series models
- Time series segmentation: A sliding window approach
- Time-series segmentation: A model and a method
Cites work
- scientific article; zbMATH DE number 1348628 (Why is no real title available?)
- scientific article; zbMATH DE number 741240 (Why is no real title available?)
- scientific article; zbMATH DE number 1048663 (Why is no real title available?)
- scientific article; zbMATH DE number 1086076 (Why is no real title available?)
- scientific article; zbMATH DE number 2152211 (Why is no real title available?)
- scientific article; zbMATH DE number 854587 (Why is no real title available?)
- scientific article; zbMATH DE number 272681 (Why is no real title available?)
- A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend
- A flexible approach to parametric inference in nonlinear and time varying time series models
- AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
- Adaptive bandwidth choice
- Automatic Block-Length Selection for the Dependent Bootstrap
- BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION
- Change‐point monitoring in linear models
- Effect of dependence on statistics for determination of change
- Estimating and Testing Linear Models with Multiple Structural Changes
- Extreme value theory for stochastic integrals of Legendre polynomials
- Extremes and related properties of random sequences and processes
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- Likelihood ratio tests for multiple structural changes
- Nonlinear Econometric Models with Deterministically Trending Variables
- On extremal theory for stationary processes
- On the rate of convergence of normal extremes
- Predictive tests for structural change with unknown breakpoint
- Restoring monotone power in the CUSUM test
- Robust out-of-sample inference
- Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
- Strong approximation for the sums of squares of augmented GARCH sequences
- Strong rules for detecting the number of breaks in a time series
- Structural Breaks in Financial Time Series
- Structural breaks with deterministic and stochastic trends
- Testing for a change in the parameter values and order of an autoregressive model
- Testing for change points in time series models and limiting theorems for NED sequences
- Testing for changes in polynomial regression
- Testing for structural change in conditional models
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
- The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
- The effect of linear filters on dynamic time series with structural change
- The maximum likelihood method for testing changes in the parameters of normal observations
- Theoretical comparisons of block bootstrap methods
Cited in
(6)- Estimating change points in nonparametric time series regression models
- Extensions of some classical methods in change point analysis
- Structural breaks in time series
- Detecting at-most-\(\mathfrak{m}\) changes in linear regression models
- Detecting change structures of nonparametric regressions
- A multi-scale approach for testing and detecting peaks in time series
This page was built for publication: Segmenting mean-nonstationary time series via trending regressions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q527952)
