Pages that link to "Item:Q2366758"

The following pages link to The effect of serial correlation on tests for parameter change at unknown time (Q2366758):

Displaying 26 items.

• The effect of long-range dependence on change-point estimators (Q135915) (← links)
• Multi-scale detection of rate changes in spike trains with weak dependencies (Q146398) (← links)
• A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change (Q290950) (← links)
• Test for tail index change in stationary time series with Pareto-type marginal distribution (Q605861) (← links)
• Monitoring parameter change in time series models (Q719010) (← links)
• Hölder convergence of autoregression residuals partial sum processes (Q736138) (← links)
• Testing for change in mean of independent multivariate observations with time varying covariance (Q764447) (← links)
• Moving estimates test with time varying bandwidth (Q996978) (← links)
• Extreme value theory for stochastic integrals of Legendre polynomials (Q1006679) (← links)
• Distributions of Bayes-type change-point statistics under polynomial regression (Q1329693) (← links)
• A property of partial sums of regression least squares residuals and its applications (Q1329696) (← links)
• Effect of dependence on statistics for determination of change (Q1361628) (← links)
• A nonparametric test for the change of the density function in strong mixing processes. (Q1423041) (← links)
• Test for parameter change in stochastic processes based on conditional least-squares estimator (Q1776876) (← links)
• A functional central limit theorem for regression models (Q1807139) (← links)
• Parametric methodologies for detecting changes in maximum temperature of Tlaxco, Tlaxcala, México (Q2175385) (← links)
• Kink estimation with correlated noise (Q2510642) (← links)
• Structural breaks in time series (Q2852477) (← links)
• Inference for single and multiple change-points in time series (Q2864620) (← links)
• THE LIMIT DISTRIBUTION OF THE CUSUM OF SQUARES TEST UNDER GENERAL MIXING CONDITIONS (Q3632401) (← links)
• Monitoring Distributional Changes in Autoregressive Models (Q3645021) (← links)
• On the Cusum test for parameter changes in garch(1,1) Models (Q4541704) (← links)
• A Note on Signed Rank Tests for the Changepoint Problem (Q4878159) (← links)
• Estimation in the multipath change point problem for correlated data (Q4883617) (← links)
• Power properties of the modified CUSUM tests (Q5866043) (← links)
• Change point estimation in regressions with \(I(d)\) variables. (Q5940733) (← links)