The following pages link to STRUCTURAL CHANGE IN AR(1) MODELS (Q2716437):
Displaying 34 items.
- Small sample properties of forecasts from autoregressive models under structural breaks (Q265113) (← links)
- Dirichlet process hidden Markov multiple change-point model (Q273591) (← links)
- On the sample variance of explosive random coefficient autoregressive processes (Q654252) (← links)
- A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process (Q993808) (← links)
- A joint test for structural stability and a unit root in autoregressions (Q1623553) (← links)
- Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
- Time series test of nonlinear convergence and transitional dynamics (Q1934880) (← links)
- Inference on a structural break in trend with mildly integrated errors (Q2126037) (← links)
- Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise (Q2194049) (← links)
- Estimating change points in nonparametric time series regression models (Q2208375) (← links)
- Estimating multiple breaks in nonstationary autoregressive models (Q2225018) (← links)
- Quasi-likelihood estimation of structure-changed threshold double autoregressive models (Q2301052) (← links)
- A note on estimating a structural change in persistence (Q2440469) (← links)
- Estimation and inference of threshold regression models with measurement errors (Q2691748) (← links)
- ESTIMATION OF CHANGE-POINTS IN LINEAR AND NONLINEAR TIME SERIES MODELS (Q2801992) (← links)
- Asymptotic Inferences for an AR(1) Model with a Change Point and Possibly Infinite Variance (Q2807610) (← links)
- WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE (Q2847584) (← links)
- ASYMPTOTIC INFERENCES FOR AN AR(1) MODEL WITH A CHANGE POINT: STATIONARY AND NEARLY NON-STATIONARY CASES (Q2933195) (← links)
- Least squares estimation and tests of breaks in mean and variance under misspecification (Q3156185) (← links)
- An Omnibus Test for Time Series Model<i>I</i>(<i>d</i>) (Q3616257) (← links)
- Generic consistency of the break‐point estimator under specification errors (Q4439304) (← links)
- INFERENCE ON SEGMENTED COINTEGRATION (Q4561973) (← links)
- STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS (Q4585028) (← links)
- Markov regime switching in mean and in fractional integration parameter (Q4607353) (← links)
- Estimating a change point in the long memory parameter (Q4979111) (← links)
- UNIT ROOT TEST WITH HIGH-FREQUENCY DATA (Q5065460) (← links)
- Limit theory for moderate deviations from a unit root with a break in variance (Q5075479) (← links)
- Non identification of structural change in non stationary AR(1) models (Q5078895) (← links)
- Theory and Applications of TAR Model with Two Threshold Variables (Q5080144) (← links)
- Change point estimation in regression model with response missing at random (Q5104513) (← links)
- The polynomial aggregated AR(1) model* (Q5469921) (← links)
- In-fill asymptotic theory for structural break point in autoregressions (Q5861036) (← links)
- Penetrating sporadic return predictability (Q6090551) (← links)
- On the asymptotic behavior of bubble date estimators (Q6135352) (← links)
