Pages that link to "Item:Q1305671"

The following pages link to Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series (Q1305671):

Displaying 43 items.

• A nonparametric test for changing trends (Q262832) (← links)
• Confidence sets for the date of a single break in linear time series regressions (Q289210) (← links)
• A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change (Q290950) (← links)
• Tests for changing mean with monotonic power (Q301955) (← links)
• Testing for factor loading structural change under common breaks (Q496159) (← links)
• Restoring monotonic power in Wald/LM-type tests (Q498747) (← links)
• Segmenting mean-nonstationary time series via trending regressions (Q527952) (← links)
• Powerful tests for structural changes in volatility (Q528175) (← links)
• Modified tests for variance changes in autoregressive regression (Q632729) (← links)
• Testing for structural breaks in dynamic factor models (Q737946) (← links)
• Long-run variance estimation for spatial data under change-point alternatives (Q894795) (← 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)
• Strong rules for detecting the number of breaks in a time series (Q1414624) (← links)
• A test for changing trends with monotonic power (Q1668151) (← links)
• Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models (Q1755119) (← links)
• Rescaled variance and related tests for long memory in volatility and levels (Q1868970) (← links)
• Restoring monotone power in the CUSUM test (Q1934668) (← 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)
• A general panel break test based on the self-normalization method (Q2132016) (← links)
• Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification (Q2189616) (← links)
• Convergence of \(U\)-processes in Hölder spaces with application to robust detection of a changed segment (Q2208374) (← links)
• A self-normalization test for correlation change (Q2208630) (← links)
• Power monotonicity in detecting volatility levels change (Q2446476) (← links)
• A general approach to the joint asymptotic analysis of statistics from sub-samples (Q2447093) (← links)
• Fixed‐<i>b</i>analysis of LM‐type tests for a shift in mean (Q4913918) (← links)
• Unsupervised Self-Normalized Change-Point Testing for Time Series (Q4962429) (← links)
• GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS (Q5065458) (← links)
• Testing for structural changes in linear regressions with time-varying variance (Q5077998) (← 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)
• Testing for parameter constancy in the time series direction in panel data models (Q5220921) (← links)
• Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending (Q5860934) (← links)
• On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests (Q5864375) (← links)
• Power properties of the modified CUSUM tests (Q5866043) (← links)
• A CROSS-SECTIONAL METHOD FOR RIGHT-TAILED PANIC TESTS UNDER A MODERATELY LOCAL TO UNITY FRAMEWORK (Q6042900) (← links)
• Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models (Q6108257) (← links)
• Loss function-based change point detection in risk measures (Q6113344) (← links)
• A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection (Q6155083) (← links)
• Prewhitened long-run variance estimation robust to nonstationarity (Q6573810) (← links)
• Mean-Structure and Autocorrelation Consistent Covariance Matrix Estimation (Q6620845) (← links)
• A General Framework for Constructing Locally Self-Normalized Multiple-Change-Point Tests (Q6626241) (← links)