Pages that link to "Item:Q301955"

The following pages link to Tests for changing mean with monotonic power (Q301955):

Displaying 28 items.

• Restoring monotonic power in Wald/LM-type tests (Q498747) (← links)
• Powerful tests for structural changes in volatility (Q528175) (← links)
• Long-run variance estimation for spatial data under change-point alternatives (Q894795) (← links)
• Improving the finite sample performance of tests for a shift in mean (Q897636) (← links)
• Gradient-based structural change detection for nonstationary time series M-estimation (Q1650076) (← links)
• A test for changing trends with monotonic power (Q1668151) (← links)
• Testing the structural stability of temporally dependent functional observations and application to climate projections (Q1952249) (← links)
• Continuous record Laplace-based inference about the break date in structural change models (Q2043251) (← links)
• Optimal difference-based variance estimators in time series: a general framework (Q2148979) (← links)
• Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification (Q2189616) (← links)
• Profile least squares estimation of a partially linear time trend model with weakly dependent data (Q2345258) (← links)
• Power monotonicity in detecting volatility levels change (Q2446476) (← links)
• On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation (Q2509807) (← links)
• Structural breaks in time series (Q2852477) (← links)
• Fixed‐<i>b</i>analysis of LM‐type tests for a shift in mean (Q4913918) (← links)
• GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS (Q5065458) (← links)
• Testing for shifts in mean with monotonic power against multiple structural changes (Q5107439) (← links)
• Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non‐stationary Volatility (Q5177951) (← links)
• Testing for parameter constancy in the time series direction in panel data models (Q5220921) (← links)
• On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests (Q5864375) (← links)
• Power properties of the modified CUSUM tests (Q5866043) (← links)
• Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models (Q6108257) (← links)
• Mean stationarity test in time series: a signal variance-based approach (Q6120834) (← links)
• Equivariant variance estimation for multiple change-point model (Q6184930) (← links)
• Prewhitened long-run variance estimation robust to nonstationarity (Q6573810) (← links)
• Homogeneity tests of covariance for high-dimensional functional data with applications to event segmentation (Q6589277) (← links)
• Mean-Structure and Autocorrelation Consistent Covariance Matrix Estimation (Q6620845) (← links)
• Estimating and testing for smooth structural changes in moment condition models (Q6664671) (← links)