Pages that link to "Item:Q2933195"
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The following pages link to ASYMPTOTIC INFERENCES FOR AN AR(1) MODEL WITH A CHANGE POINT: STATIONARY AND NEARLY NON-STATIONARY CASES (Q2933195):
Displaying 10 items.
- A robust approach for estimating change-points in the mean of an \(\mathrm{AR}(1)\) process (Q520705) (← links)
- Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
- Estimating change points in nonparametric time series regression models (Q2208375) (← links)
- Inference for mean change-point in infinite variance \(AR(p)\) process (Q2518944) (← links)
- Asymptotic Inferences for an AR(1) Model with a Change Point and Possibly Infinite Variance (Q2807610) (← links)
- STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS (Q4585028) (← links)
- Maximum likelihood estimation of the change point in stationary state of auto regressive moving average (ARMA) models, using SVD-based smoothing (Q5039813) (← links)
- Limit theory for moderate deviations from a unit root with a break in variance (Q5075479) (← links)
- In-fill asymptotic theory for structural break point in autoregressions (Q5861036) (← links)
- Estimation of a Structural Break Point in Linear Regression Models (Q6150351) (← links)
