A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection
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- A Kolmogorov-Smirnov Type Statistic with Application to Test for Nonlinearity in Time Series
- A Limit Theorem for a Maximum-Likelihood Estimate of the Disorder Time
- A general criterion to determine the number of change-points
- Asymptotic methods in statistical decision theory
- Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes
- Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives
- CONTINUOUS INSPECTION SCHEMES
- Change detection in autoregressive time series
- Checking nonlinear heteroscedastic time series models
- Computing the distribution of quadratic forms in normal variables
- Convergence in distribution of multiple change point estimators
- Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions
- Detection of abrupt changes: theory and application
- Estimating change points in nonparametric time series regression models
- Inference for multiple change points in time series via likelihood ratio scan statistics
- Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence
- Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case
- Monitoring parameter change in AR\((p)\) time series models
- Monitoring procedure for parameter change in causal time series
- Multiple breaks detection in general causal time series using penalized quasi-likelihood
- Multiple change-point estimation with U-statistics
- Non-parametric change-point tests for long-range dependent data
- Nonlinear time series contiguous to \(AR(1)\) processes and a related efficient test for linearity
- Nonparametric vector autoregression
- On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations
- Power of change-point tests for long-range dependent data
- Series Representations of Distributions of Quadratic Forms in Normal Variables. I. Central Case
- Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
- Structural breaks in time series
- Testing for changes using permutations of U-statistics
- Testing for parameter constancy in GARCH\((p,q)\) models
- Testing for parameter constancy in general causal time-series models
- Testing for symmetry in multivariate distributions
- The minimum of an additive process with applications to signal estimation and storage theory
- Unobserved components and time series econometrics
- Weakly dependent chains with infinite memory
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