2

Variance change-point detection in panel data models

Year:
2015
Language:
english
File:
PDF, 365 KB
english, 2015
3

Monitoring change in persistence in linear time series

Year:
2010
Language:
english
File:
PDF, 320 KB
english, 2010
9

Sieve bootstrap monitoring for change from short to long memory

Year:
2016
Language:
english
File:
PDF, 353 KB
english, 2016
12

Ratio tests for variance change in nonparametric regression

Year:
2014
Language:
english
File:
PDF, 239 KB
english, 2014
14

Moving ratio test for multiple changes in persistence

Year:
2012
Language:
english
File:
PDF, 331 KB
english, 2012
16

Monitoring parameter changes in RCA(p) models

Year:
2015
Language:
english
File:
PDF, 426 KB
english, 2015
18

Modified procedures for change point monitoring in linear models

Year:
2010
Language:
english
File:
PDF, 207 KB
english, 2010