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Cites work
- scientific article; zbMATH DE number 1715060 (Why is no real title available?)
- scientific article; zbMATH DE number 3874417 (Why is no real title available?)
- scientific article; zbMATH DE number 1048663 (Why is no real title available?)
- scientific article; zbMATH DE number 1944317 (Why is no real title available?)
- scientific article; zbMATH DE number 847242 (Why is no real title available?)
- AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
- An algorithm for optimal bandwidth selection for smooth nonparametric quantile estimation
- Bandwidth selection for kernel regression with long-range dependent errors
- Bootstrap test for change-points in nonparametric regression
- Change point estimation using nonparametric regression
- Change-Point Detection With Non-Parametric Regression
- Change-point estimation under adaptive sampling
- Change-points in nonparametric regression analysis
- Change‐Point Estimation of Fractionally Integrated Processes
- Convergence of integrated processes of arbitrary Hermite rank
- Data-Driven Discontinuity Detection in Derivatives of a Regression Function
- Dynamic detection of change points in long time series
- ESTIMATION OF THE LONG-MEMORY PARAMETER, BASED ON A MULTIVARIATE CENTRAL LIMIT THEOREM
- Estimation in a Cox regression model with a change-point according to a threshold in a covariate
- Fractional differencing
- Hazard Rate Estimation under Random Censoring with Varying Kernels and Bandwidths
- Inference about the change-point in a sequence of random variables
- Inference under right censoring for transformation models with a change-point based on a covariate threshold
- Limit theorems for quadratic forms with applications to Whittle's estimate
- Long‐Memory Time Series
- Non-central limit theorems for non-linear functional of Gaussian fields
- Nonparametric regression under long-range dependent normal errors
- Nonparametric regression with long-range dependence
- On parameter estimation for locally stationary long-memory processes
- On the estimation of jump points in smooth curves
- SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity
- Testing and estimating change-points in time series
- Testing and estimating in the change-point problem of the spectral function
- Testing for a change of the long-memory parameter
- The effect of long-range dependence on change-point estimators
- Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
Cited in
(6)- On local slope estimation in partial linear models under Gaussian subordination
- A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates
- Computation of spatial Gini coefficients
- Surface estimation under local stationarity
- On trend estimation under monotone Gaussian subordination with long-memory: application to fossil pollen series
- On estimation of mean and covariance functions in repeated time series with long-memory errors
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