Self-Normalization for Time Series: A Review of Recent Developments
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- Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms
- Detection of changes in panel data models with stationary regressors
- A mean-difference test based on self-normalization for alternating regime index data sets
- Adaptive Inference for Change Points in High-Dimensional Data
- On optimal segmentation and parameter tuning for multiple change-point detection and inference
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- Rank-based change-point analysis for long-range dependent time series
- Diagnostic checking in multivariate ARMA models with dependent errors using normalized residual autocorrelations
- Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach
- Portmanteau tests for periodic ARMA models with dependent errors
- Statistical inference for the slope parameter in functional linear regression
- A distribution free test for changes in the trend function of locally stationary processes
- Self-normalization inference for linear trends in cointegrating regressions
- A unified approach to self-normalized block sampling
- scientific article; zbMATH DE number 5224889 (Why is no real title available?)
- Robust inference for change points in high dimension
- Estimating FARIMA models with uncorrelated but non-independent error terms
- Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models
- Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators
- Ratio tests under limiting normality
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- A Simple Asymptotically F-Distributed Portmanteau Test for Diagnostic Checking of Time Series Models With Uncorrelated Innovations
- Subsampling based inference for U statistics under thick tails using self-normalization
- Robust inference theory for non-regular time series models and its extensions
- Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics
- Optimal difference-based variance estimators in time series: a general framework
- 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
- Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error terms
- Detection of a structural break in intraday volatility pattern
- Self-normalized inference for stationarity of irregular spatial data
- Goodness-of-fit tests for SPARMA models with dependent error terms
- Self-normalized sequential change-point detection
- Copula-based expectile regression: estimation and inference
- Resampling-free inference for time series via RKHS embedding
- A General Framework for Constructing Locally Self-Normalized Multiple-Change-Point Tests
- Asymptotic behavior of optimal weighting in generalized self-normalization for time series
- Quantilograms under strong dependence
- An asymptotic F test for uncorrelatedness in the presence of time series dependence
- Two-sample and change-point inference for non-Euclidean valued time series
- Unsupervised self-normalized change-point testing for time series
- Reassessing the evidence on factor and portfolio premia
- Inference in Heavy-Tailed Nonstationary Multivariate Time Series
- Pivotal tests for relevant differences in the second order dynamics of functional time series
- Hypothesis Testing for a Functional Parameter via Self-Normalization
- A self-normalization test for correlation change
- Data-driven estimation of change-points with mean shift
- Higher-Order Expansions and Inference for Panel Data Models
- Monitoring of functional time series
- Measuring and comparing risks of different types
- Spline based Hermite quasi-interpolation for univariate time series
- Anomaly detection: a functional analysis perspective
- Validating approximate slope homogeneity in large panels
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