Testing structural change in time-series nonparametric regression models

DOI10.4310/SII.2008.V1.N2.A12MaRDI QIDQ660069zbMATH OpenFDO

Authors Liangjun Su, Zhijie Xiao

Publication date 25 January 2012

Published in Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4310/SII.2008.V1.N2.A12

zbMATH Keywords

CUSUM testfunctional central limit theoremnonparametric regressionstrong mixing processesstructural change

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric regression and quantile regression (62G08) Nonparametric statistical resampling methods (62G09) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• Testing for changes in polynomial regression
• Gradient-based structural change detection for nonstationary time series M-estimation
• Nonparametric testing for smooth structural changes in panel data models
• Structural changes in large economic datasets: a nonparametric homogeneity test
• Nonparametric regression with multiple thresholds: estimation and inference
• Testing for changes in autocovariances of nonparametric time series models
• A model-free consistent test for structural change in regression possibly with endogeneity
• Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators
• Consistent nonparametric change point detection combining CUSUM and marked empirical processes
• Change point detection for nonparametric regression under strongly mixing process
• An omnibus test to detect time-heterogeneity in time series
• A nonparametric test for changing trends
• Change-point detection for the link function in a single-index model
• Testing for distributional change in time series
• Testing for smooth structural changes in time series models via nonparametric regression
• Nonparametric comparison of several transformations of distribution functions
• Testing for a change of the innovation distribution in nonparametric autoregression: the sequential empirical process approach
• Nonparametric simultaneous testing for structural breaks
• Testing for parameter stability in nonlinear autoregressive models
• Test for change point detection in nonparametric regression model for time series
• Testing structural change in partially linear models
• Testing for structural change in time-varying nonparametric regression models
• THE CUSUM TESTS WITH NONPARAMETRIC REGRESSION RESIDUALS
• Specification testing in nonparametric AR‐ARCH models
• scientific article; zbMATH DE number 3992727 (Why is no real title available?)
• Inference in Nonlinear Econometric Models with Structural Change
• Regression discontinuity designs with unknown discontinuity points: testing and estimation
• A weak convergence result for sequential empirical processes under weak dependence
• Testing for structural change under non-stationary variances
• scientific article; zbMATH DE number 5224898 (Why is no real title available?)
• An empirical-likelihood-based structural-change test for INAR processes
• A consistent nonparametric test for the structure change in quantile regression
• Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form
• ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH
• Multiple change-point detection for regression curves
• Change-point detection for multivariate nonparametric regression with deep neural networks
• Consistent nonparametric test for structural change in time series models via Cusum and Fourier transform
• Testing for parameter stability in quantile regression models
• Bootstrap-based tests for deterministic time-varying coefficients in regression models

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