The following pages link to Jilin Wu (Q498746):
Displaying 8 items.
- Restoring monotonic power in Wald/LM-type tests (Q498747) (← links)
- A test for changing trends with monotonic power (Q1668151) (← links)
- Detecting structural changes under nonstationary volatility (Q1668529) (← links)
- Adaptive estimation of AR(\(\infty\)) models with time-varying variances (Q2226867) (← links)
- A Powerful Test for Changing Trends in Time Series Models (Q4577080) (← links)
- Testing for structural changes in linear regressions with time-varying variance (Q5077998) (← links)
- Testing for changing volatility (Q5084375) (← links)
- A non‐parametric test for multi‐variate trend functions (Q6134633) (← links)
