Pages that link to "Item:Q1011543"

The following pages link to Testing for changes in the covariance structure of linear processes (Q1011543):

Displaying 34 items.

• Retrospective change detection for binary time series models (Q393542) (← links)
• Change-point analysis in increasing dimension (Q444964) (← links)
• Simultaneous confidence bands for Yule-Walker estimators and order selection (Q450047) (← links)
• Ratio test for variance change point in linear process with long memory (Q451414) (← links)
• On high-dimensional change point problem (Q525890) (← links)
• On the maximum of covariance estimators (Q538182) (← links)
• Uniform change point tests in high dimension (Q892243) (← links)
• Inference for post-change parameters after sequential CUSUM test under AR(1) model (Q900754) (← links)
• Inference for modulated stationary processes (Q1940756) (← links)
• A wavelet-based approach for detecting changes in second order structure within nonstationary time series (Q1951153) (← links)
• An empirical-characteristic-function-based change-point test for detection of multiple distributional changes (Q2241532) (← links)
• Testing and estimating change-points in the covariance matrix of a high-dimensional time series (Q2306269) (← links)
• Spurious regression due to neglected of non-stationary volatility (Q2403404) (← links)
• Covariance changes detection in multivariate time series (Q2433827) (← links)
• Extensions of some classical methods in change point analysis (Q2513925) (← links)
• Structural breaks in time series (Q2852477) (← links)
• The CUSUM Test for Detecting Structural Changes in Strong Mixing Processes (Q2931571) (← links)
• Bounded Area Tests For Comparing The Dynamics Between ARMA Processes (Q3458131) (← links)
• Change detection in linear regression with time series errors (Q3561484) (← links)
• Sequential Tests and Change Detection in the Covariance Structure of Weakly Stationary Time Series (Q3645012) (← links)
• (Q4002104) (← links)
• Editor’s special invited paper: On the efficient score vector in sequential monitoring (Q4603854) (← links)
• On Multiple Covariance Equality Testing with Application to SAR Change Detection (Q4621890) (← links)
• Comparative performance analysis of the Cumulative Sum chart and the Shiryaev‐Roberts procedure for detecting changes in autocorrelated data (Q4627114) (← links)
• Arc length tests for equivalent autocovariances (Q4925457) (← links)
• Modified tests for change points in variance in the possible presence of mean breaks (Q4960712) (← links)
• Bootstrap procedures for variance breaks test in time series with a changing trend (Q5154101) (← links)
• Binary Time Series Models in Change Point Detection Tests (Q5272950) (← links)
• A strong convergence rate of estimator of variance change in linear processes and its applications (Q5280364) (← links)
• Heteroscedasticity and Autocorrelation Robust Structural Change Detection (Q5327300) (← links)
• Ratio test to detect change in the variance of linear process (Q5402591) (← links)
• Mean shift testing in correlated data (Q5495695) (← links)
• A weighted U-statistic based change point test for multivariate time series (Q6157040) (← links)
• Arc length asymptotics for multivariate time series (Q6574713) (← links)