Pages that link to "Item:Q1934679"
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The following pages link to Change-point estimation of nonstationary \(I(d)\) processes (Q1934679):
Displaying 12 items.
- A robust approach for estimating change-points in the mean of an \(\mathrm{AR}(1)\) process (Q520705) (← links)
- Estimation of a level shift in panel data with fractionally integrated errors (Q1984471) (← links)
- Estimating multiple breaks in mean sequentially with fractionally integrated errors (Q2066504) (← links)
- A change-point model for the \(r\)-largest order statistics with applications to environmental and financial data (Q2174726) (← links)
- \(Z\)-process method for change point problems with applications to discretely observed diffusion processes (Q2404623) (← links)
- Change point inference in ergodic diffusion processes based on high frequency data (Q2689889) (← links)
- Inference on a structural break in trend with fractionally integrated errors (Q2815049) (← links)
- Change-point analysis in nonstationary stochastic models (Q2833452) (← links)
- (Q3606886) (← links)
- Change‐Point Estimation of Fractionally Integrated Processes (Q4255274) (← links)
- Spurious regression between long memory series due to mis-specified structural breaks (Q5084732) (← links)
- Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term (Q5864456) (← links)
