Pages that link to "Item:Q5425736"
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The following pages link to Nonmonotonic power for tests of a mean shift in a time series§ (Q5425736):
Displayed 24 items.
- Tests for changing mean with monotonic power (Q301955) (← links)
- Testing for factor loading structural change under common breaks (Q496159) (← links)
- Powerful tests for structural changes in volatility (Q528175) (← links)
- Generalized runs tests for the IID hypothesis (Q737912) (← links)
- Uniform change point tests in high dimension (Q892243) (← links)
- Improving the finite sample performance of tests for a shift in mean (Q897636) (← links)
- Tests for a mean shift with good size and monotonic power (Q1036841) (← 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)
- Time series analysis of COVID-19 infection curve: a change-point perspective (Q2106384) (← links)
- A general panel break test based on the self-normalization method (Q2132016) (← links)
- Optimal difference-based variance estimators in time series: a general framework (Q2148979) (← links)
- A self-normalization test for correlation change (Q2208630) (← 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)
- Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods (Q5095289) (← links)
- Testing for shifts in mean with monotonic power against multiple structural changes (Q5107439) (← links)
- A modified confidence set for the structural break date in linear regression models (Q5860889) (← links)
- Power properties of the modified CUSUM tests (Q5866043) (← links)
- Bootstrapping tests for breaks in mean or variance based on U-statistics (Q6050788) (← links)
- Subsample scan test for multiple breaks based on self-normalization (Q6060902) (← 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)
- Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings (Q6134159) (← links)