Pages that link to "Item:Q5367488"

The following pages link to Self-Normalization for Time Series: A Review of Recent Developments (Q5367488):

Displaying 46 items.

• Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations (Q111926) (← links)
• A unified approach to self-normalized block sampling (Q288844) (← links)
• Subsampling based inference for \(U\) statistics under thick tails using self-normalization (Q1642255) (← links)
• Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models (Q1755119) (← links)
• Anomaly detection: a functional analysis perspective (Q2078552) (← links)
• Robust inference for change points in high dimension (Q2101465) (← links)
• Time series analysis of COVID-19 infection curve: a change-point perspective (Q2106384) (← links)
• Statistical inference for the slope parameter in functional linear regression (Q2106789) (← links)
• Inference for change points in high-dimensional data via selfnormalization (Q2131255) (← links)
• Optimal difference-based variance estimators in time series: a general framework (Q2148979) (← links)
• Goodness-of-fit tests for SPARMA models with dependent error terms (Q2151745) (← links)
• A mean-difference test based on self-normalization for alternating regime index data sets (Q2208629) (← links)
• A self-normalization test for correlation change (Q2208630) (← links)
• Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
• A distribution free test for changes in the trend function of locally stationary processes (Q2233554) (← links)
• Estimating FARIMA models with uncorrelated but non-independent error terms (Q2243555) (← links)
• Measuring and comparing risks of different types (Q2670105) (← links)
• Rank-based change-point analysis for long-range dependent time series (Q2676918) (← links)
• Pivotal tests for relevant differences in the second order dynamics of functional time series (Q2676920) (← links)
• Unsupervised Self-Normalized Change-Point Testing for Time Series (Q4962429) (← links)
• (Q4986380) (← links)
• Adaptive Change Point Monitoring for High-Dimensional Data (Q5089460) (← links)
• QUANTILOGRAMS UNDER STRONG DEPENDENCE (Q5112015) (← links)
• A Likelihood Ratio Approach to Sequential Change Point Detection for a General Class of Parameters (Q5120674) (← links)
• An Asymptotic <i>F</i> Test for Uncorrelatedness in the Presence of Time Series Dependence (Q5121010) (← links)
• Asymptotic Behavior of Optimal Weighting in Generalized Self‐Normalization for Time Series (Q5237533) (← links)
• Ratio tests under limiting normality (Q5860944) (← links)
• On optimal segmentation and parameter tuning for multiple change-point detection and inference (Q5879909) (← links)
• Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators (Q6039879) (← links)
• Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error terms (Q6067649) (← links)
• Data-driven estimation of change-points with mean shift (Q6101010) (← links)
• Spline based Hermite quasi-interpolation for univariate time series (Q6105358) (← links)
• Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach (Q6152637) (← links)
• Portmanteau tests for periodic ARMA models with dependent errors (Q6153720) (← links)
• Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms (Q6158216) (← links)
• Two-sample and change-point inference for non-Euclidean valued time series (Q6200897) (← links)
• Robust inference theory for non-regular time series models and its extensions (Q6601515) (← links)
• Detection of a structural break in intraday volatility pattern (Q6615474) (← links)
• Self-normalized inference for stationarity of irregular spatial data (Q6616183) (← links)
• A Simple Asymptotically <i>F</i>-Distributed Portmanteau Test for Diagnostic Checking of Time Series Models With Uncorrelated Innovations (Q6620880) (← links)
• A General Framework for Constructing Locally Self-Normalized Multiple-Change-Point Tests (Q6626241) (← links)
• Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics (Q6626263) (← links)
• Dating the break in high-dimensional data (Q6635718) (← links)
• Reassessing the evidence on factor and portfolio premia (Q6636978) (← links)
• Higher-Order Expansions and Inference for Panel Data Models (Q6651379) (← links)
• Validating approximate slope homogeneity in large panels (Q6664673) (← links)