Properties of sequences of partial sums of polynomial regression residuals with applications to tests for change of regression at unknown times
From MaRDI portal
Publication:1245663
DOI10.1214/aos/1176344133zbMath0375.62064OpenAlexW2014742086MaRDI QIDQ1245663
Publication date: 1978
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176344133
Related Items
Size and power of tests of stationarity in highly autocorrelated time series, Adaptive estimation in the functional nonparametric regression model, Distributions of Bayes-type change-point statistics under polynomial regression, A property of partial sums of regression least squares residuals and its applications, A robust version of the KPSS test based on indicators, A score statistic for testing the presence of a stochastic trend in conditional variances, Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test, ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS, Likelihood ratio tests for goodness-of-fit of a nonlinear regression model, Confidence sets for the date of a single break in linear time series regressions, Deciding between I(1) and I(0), Spectral equivalence of Gaussian random functions: operator approach, Detecting a change in the intercept in multiple regression, Eigenvalues of a Fredholm integral operator and applications to problems of statistical inference, Recent developments in the econometrics of structural change, The effect of linear filters on dynamic time series with structural change, A trend-resistant test for structural change based on OLS residuals, On the asymptotics of residuals in autoregressive moving average processes with one autoregressive unit root, Regression with integrated regressors, Tests for changes in models with a polynomial trend, Long memory processes and fractional integration in econometrics, On the power of the KPSS test of stationarity against fractionally-integrated alternatives, Time series regression with persistent level shifts, Partial sum process to check regression models with multiple correlated response: with an application for testing a change-point in profile data, Nonparametric pseudo-Lagrange multiplier stationarity testing, Precise small deviations in \(L_2\) of some Gaussian processes appearing in the regression context, KPSS test for functional time series, Testing for stationarity in large panels with cross-dependence, and US evidence on unit labor cost, Karhunen-Loève expansions for the detrended Brownian motion, On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models., Testing for stationarity in series with a shift in the mean. A Fredholm approach, Karhunen-Loève expansion for the second order detrended Brownian motion, Tests for parameter changes at unknown times in linear regression models, Karhunen-Loève expansions for the \(m\)-th order detrended Brownian motion, Detection of change in persistence of a linear time series, On approximating the distribution of indefinite quadratic forms, Accessing the power of tests based on set-indexed partial sums of multivariate regression residuals, Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?, Percentiles for Cramér-von Mises functionals of Gaussian processes and some applications to Bayesian tests, The KPSS stationarity test as a unit root test, Asymptotic theory in model diagnostic for general multivariate spatial regression, An omnibus test to detect time-heterogeneity in time series, Nonmonotonic power for tests of a mean shift in a time series§, The effects of additive outliers on the seasonal KPSS test: a Monte Carlo analysis, Computation of limiting distributions in stationarity testing with a generic trend, Stationarity against integration in the autoregressive process with polynomial trend, On the distribution of the maximum of brownian bridges with application to regression with correlated errors, On partial-sum processes of ARMAX residuals, Tests of stationarity against a change in persistence, Testing for changes in polynomial regression, Modeling heteroscedastic age‐period‐cohort cancer data, Extreme value theory for stochastic integrals of Legendre polynomials, Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives, A functional central limit theorem for regression models, DETECTION OF NONCONSTANT LONG MEMORY PARAMETER, Residual partial sum limit process for regression models with applications to detecting parameter changes at unknown times, Stationarity testing under nonlinear models. Some asymptotic results, The limit of the partial sums process of spatial least squares residuals, A multi-scale approach for testing and detecting peaks in time series, Further results on the trace of a noncentral wishart matrix, Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series, Inference for single and multiple change-points in time series, On the residuals of autoregressive processes and polynomial regression
