Self-Normalization for Time Series: A Review of Recent Developments
From MaRDI portal
Recommendations
- A time-symmetric self-normalization approach for inference of time series
- scientific article; zbMATH DE number 5224889
- Asymptotic behavior of optimal weighting in generalized self-normalization for time series
- Segmenting Time Series via Self-Normalisation
- Hypothesis testing for high-dimensional time series via self-normalization
- A self-normalized approach to confidence interval construction in time series
- Testing Relevant Hypotheses in Functional Time Series via Self-Normalization
- Corrigendum: A Self-Normalized Approach to Confidence Interval Construction in Time Series
- Robust Regression on Stationary Time Series: A Self‐Normalized Resampling Approach
- scientific article; zbMATH DE number 4020271
Cited in
(64)- Diagnostic checking in multivariate ARMA models with dependent errors using normalized residual autocorrelations
- Subsampling based inference for U statistics under thick tails using self-normalization
- Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models
- Anomaly detection: a functional analysis perspective
- Robust inference for change points in high dimension
- Time series analysis of COVID-19 infection curve: a change-point perspective
- Statistical inference for the slope parameter in functional linear regression
- Inference for change points in high-dimensional data via selfnormalization
- Optimal difference-based variance estimators in time series: a general framework
- Goodness-of-fit tests for SPARMA models with dependent error terms
- A mean-difference test based on self-normalization for alternating regime index data sets
- A self-normalization test for correlation change
- Hypothesis testing for high-dimensional time series via self-normalization
- A distribution free test for changes in the trend function of locally stationary processes
- Estimating FARIMA models with uncorrelated but non-independent error terms
- Measuring and comparing risks of different types
- Rank-based change-point analysis for long-range dependent time series
- Pivotal tests for relevant differences in the second order dynamics of functional time series
- A unified approach to self-normalized block sampling
- A time-symmetric self-normalization approach for inference of time series
- Unsupervised self-normalized change-point testing for time series
- Self-normalized sequential change-point detection
- Adaptive Change Point Monitoring for High-Dimensional Data
- Quantilograms under strong dependence
- A likelihood ratio approach to sequential change point detection for a general class of parameters
- An asymptotic F test for uncorrelatedness in the presence of time series dependence
- Asymptotic behavior of optimal weighting in generalized self-normalization for time series
- scientific article; zbMATH DE number 5224889 (Why is no real title available?)
- Ratio tests under limiting normality
- On optimal segmentation and parameter tuning for multiple change-point detection and inference
- Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators
- Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error terms
- Data-driven estimation of change-points with mean shift
- Spline based Hermite quasi-interpolation for univariate time series
- Adaptive Inference for Change Points in High-Dimensional Data
- Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach
- Portmanteau tests for periodic ARMA models with dependent errors
- Inference in Heavy-Tailed Nonstationary Multivariate Time Series
- Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms
- Two-sample and change-point inference for non-Euclidean valued time series
- Robust inference theory for non-regular time series models and its extensions
- Detection of a structural break in intraday volatility pattern
- Self-normalized inference for stationarity of irregular spatial data
- A Simple Asymptotically F-Distributed Portmanteau Test for Diagnostic Checking of Time Series Models With Uncorrelated Innovations
- A General Framework for Constructing Locally Self-Normalized Multiple-Change-Point Tests
- Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics
- Dating the break in high-dimensional data
- Reassessing the evidence on factor and portfolio premia
- Higher-Order Expansions and Inference for Panel Data Models
- Validating approximate slope homogeneity in large panels
- Resampling-free inference for time series via RKHS embedding
- Hypothesis Testing for a Functional Parameter via Self-Normalization
- Monitoring of functional time series
- Detection of changes in panel data models with stationary regressors
- Dimension-agnostic change point detection
- Self-normalization inference for linear trends in cointegrating regressions
- Tests for changes in count time series models with exogenous covariates
- A new approach to statistical inference for functional time series
- A warped self-normalized two-sample test for time series with staggered observation periods
- Change-Point Detection for Object-Valued Time Series
- Copula-based expectile regression: estimation and inference
- Self-normalized KPSS tests with power enhancement
- Time-uniform self-normalized concentration for vector-valued processes
- Self-normalized quantile empirical saddlepoint approximation
This page was built for publication: Self-Normalization for Time Series: A Review of Recent Developments
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5367488)
