Pages that link to "Item:Q1414624"
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The following pages link to Strong rules for detecting the number of breaks in a time series (Q1414624):
Displaying 28 items.
- Selection of estimation window in the presence of breaks (Q278494) (← links)
- Monitoring disruptions in financial markets (Q291846) (← links)
- The limit distribution of the estimates in cointegrated regression models with multiple structural changes (Q295697) (← links)
- Restoring monotonic power in Wald/LM-type tests (Q498747) (← links)
- Monitoring multivariate time series (Q511999) (← links)
- Segmenting mean-nonstationary time series via trending regressions (Q527952) (← links)
- Powerful tests for structural changes in volatility (Q528175) (← links)
- Deciding between GARCH and stochastic volatility via strong decision rules (Q1044073) (← links)
- The macroeconomic and fiscal implications of inflation forecast errors (Q1657640) (← links)
- A test for changing trends with monotonic power (Q1668151) (← links)
- Selection of an estimation window in the presence of data revisions and recent structural breaks (Q1669833) (← links)
- Estimation and model selection based inference in single and multiple threshold models. (Q1858974) (← links)
- Restoring monotone power in the CUSUM test (Q1934668) (← links)
- Testing the structural stability of temporally dependent functional observations and application to climate projections (Q1952249) (← links)
- Optimal difference-based variance estimators in time series: a general framework (Q2148979) (← links)
- An omnibus test to detect time-heterogeneity in time series (Q2255926) (← links)
- Optimal forecasts in the presence of structural breaks (Q2453077) (← links)
- Structural breaks in time series (Q2852477) (← links)
- Least squares estimation and tests of breaks in mean and variance under misspecification (Q3156185) (← links)
- Generic consistency of the break-point estimators under specification errors in a multiple-break model (Q3521276) (← links)
- Bayes Estimation of Shift Point in Normal Sequence and Its Application to Statistical Process Control (Q3622070) (← links)
- Bounds for inference with nuisance parameters present only under the alternative (Q4416025) (← links)
- Interaction between stock indices <i>via</i> changepoint analysis (Q5430327) (← links)
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION (Q5697622) (← links)
- On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests (Q5864375) (← links)
- Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models (Q6108257) (← links)
- Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach (Q6152637) (← links)
- Equivariant variance estimation for multiple change-point model (Q6184930) (← links)