Pages that link to "Item:Q736530"

The following pages link to Robust methods for detecting multiple level breaks in autocorrelated time series (Q736530):

Displaying 9 items.

• Break detection in the covariance structure of multivariate time series models (Q1043722) (← links)
• Localized level crossing random walk test robust to the presence of structural breaks (Q1927116) (← links)
• Multiple breaks detection in general causal time series using penalized quasi-likelihood (Q1950823) (← links)
• Confidence sets for the date of a break in level and trend when the order of integration is unknown (Q2343745) (← links)
• Bounds, breaks and unit root tests (Q2789387) (← links)
• Structural breaks in time series (Q2852477) (← links)
• Recursive adjustment, unit root tests and structural breaks (Q2852481) (← links)
• Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation (Q5080581) (← links)
• Detection of Multiple Structural Breaks in Multivariate Time Series (Q5367389) (← links)