Research graph
References from Statistical Inference and Structural Break Detection in Nonstationary ARMA Model With Dependent Innovations. Local targets link to admitted publications; unresolved targets remain external evidence.
Structural Breaks in Time Series
10.1111/j.1467-9892.2012.00819.x · 2013 · External reference
Least Squares Estimation of a Shift in Linear Process
10.1111/j.1467-9892.1994.tb00204.x · 1994 · External reference
10.1007/978-1-4419-0320-4
10.1007/978-1-4419-0320-4 · 1991 · External reference
Sieve Bootstrap for Time Series
10.2307/3318584 · 1997 · External reference
Simultaneous Confidence Bands for Mean and Variance Functions Based on Deterministic Design
2019 · External reference
A Smooth Simultaneous Confidence Band for Conditional Variance Function
10.1007/s11749-015-0427-5 · 2015 · External reference
Unresolved reference
2001 · External reference
A New Test for the Parametric Form of the Variance Function in Non‐Parametric Regression
10.1111/j.1467-9868.2007.00616.x · 2007 · External reference
The Spline‐Garch Model for Low‐Frequency Volatility and Its Global Macroeconomic Causes
10.1093/rfs/hhn004 · 2008 · External reference
Unresolved reference
1996 · External reference
10.1002/9780470670057
10.1002/9780470670057 · 2010 · External reference
Wild Binary Segmentation for Multiple Change‐Point Detection
10.1214/14-aos1245 · 2014 · External reference
Multiple‐Change‐Point Detection for Auto‐Regressive Conditional Heteroscedastic Processes
10.1111/rssb.12054 · 2014 · External reference
A Test for Variance Heterogeneity in the Residuals of a Gaussian Moving Average
10.1111/j.2517-6161.1963.tb00528.x · 1963 · External reference
Adaptive Inference for a Semiparametric Generalized Autoregressive Conditional Heteroskedasticity Model
10.1016/j.jeconom.2020.10.007 · 2021 · External reference
Goodness‐Of‐Fit Tests in Parametric Regression Based on the Estimation of the Error Distribution
10.1007/s11749-007-0044-z · 2007 · External reference
l 2 Inference for Change Points in High‐Dimensional Time Series via a Two‐Way Mosum
2024 · External reference
Strong Approximation for a Class of Stationary Processes
10.1016/j.spa.2008.01.012 · 2009 · External reference
Continuous Inspection Schemes
10.1093/biomet/41.1-2.100 · 1954 · External reference
Testing Second‐Order Dynamics for Autoregressive Processes in Presence of Time‐Varying Variance
10.1080/01621459.2014.884504 · 2014 · External reference
Efficient Inference for Autoregressive Coefficients in the Presence of Trends
10.1016/j.jmva.2012.07.016 · 2013 · External reference
Autoregressive Coefficient Estimation in Nonparametric Analysis
10.1111/j.1467-9892.2010.00708.x · 2011 · External reference
Oracally Efficient Estimation and Consistent Model Selection for Auto‐Regressive Moving Average Time Series With Trend
10.1111/rssb.12170 · 2017 · External reference
Asymptotic Spectral Theory for Nonlinear Time Series
10.1214/009053606000001479 · 2007 · External reference
Testing for Change Points in Time Series
10.1198/jasa.2010.tm10103 · 2010 · External reference
Statistical Inference for Arma Time Series With Moving Average Trend
10.1080/10485252.2022.2055756 · 2022 · External reference
Nonstationarities in Stock Returns
10.1162/0034653054638274 · 2005 · External reference
Parameter Stability and Semiparametric Inference in Time Varying Auto‐Regressive Conditional Heteroscedasticity Models
10.1111/rssb.12221 · 2017 · External reference
Unresolved reference
External reference
Detecting Gradual Changes in Locally Stationary Processes
10.1214/14-aos1297 · 2015 · External reference
Detecting Disorder in Multidimensional Random Processes
1981 · External reference
Kernel‐Type Estimators of Jump Points and Values of a Regression Function
1993 · External reference
Strong Invariance Principles for Dependent Random Variables
2007 · External reference
Gaussian Approximations for Non‐Stationary Multiple Time Series
10.5705/ss.2008.223 · 2011 · External reference
Nonlinear System Theory: Another Look at Dependence
10.1073/pnas.0506715102 · 2005 · External reference
Inference for ARMA Time Series With Mildly Varying Trend
10.1080/10485252.2024.2377681 · 2025 · External reference
Testing for Jumps in the Presence of Smooth Changes in Trends of Nonstationary Time Series
10.1214/16-ejs1127 · 2016 · External reference
Two‐Step Estimation for Time Varying ARCH Models
10.1111/jtsa.12522 · 2020 · External reference
Oracle‐Efficient Estimation and Trend Inference in Non‐Stationary Time Series With Trend and Heteroscedastic ARMA Error
10.1016/j.csda.2024.107917 · 2024 · External reference
Simultaneous Confidence Bands for Comparing Variance Functions of Two Samples Based on Deterministic Designs
10.1007/s00180-020-01043-6 · 2021 · External reference
10.1002/9780470670057
10.1002/9780470670057 · ExternalCitation · doi-reference
10.1007/978-1-4419-0320-4
10.1007/978-1-4419-0320-4 · ExternalCitation · doi-reference
Simultaneous Confidence Bands for Comparing Variance Functions of Two Samples Based on Deterministic Designs
10.1007/s00180-020-01043-6 · ExternalCitation · doi-reference
Goodness‐Of‐Fit Tests in Parametric Regression Based on the Estimation of the Error Distribution
10.1007/s11749-007-0044-z · ExternalCitation · doi-reference
A Smooth Simultaneous Confidence Band for Conditional Variance Function
10.1007/s11749-015-0427-5 · ExternalCitation · doi-reference
Oracle‐Efficient Estimation and Trend Inference in Non‐Stationary Time Series With Trend and Heteroscedastic ARMA Error
10.1016/j.csda.2024.107917 · ExternalCitation · doi-reference
Adaptive Inference for a Semiparametric Generalized Autoregressive Conditional Heteroskedasticity Model
10.1016/j.jeconom.2020.10.007 · ExternalCitation · doi-reference
Efficient Inference for Autoregressive Coefficients in the Presence of Trends
10.1016/j.jmva.2012.07.016 · ExternalCitation · doi-reference
Strong Approximation for a Class of Stationary Processes
10.1016/j.spa.2008.01.012 · ExternalCitation · doi-reference
Nonlinear System Theory: Another Look at Dependence
10.1073/pnas.0506715102 · ExternalCitation · doi-reference
Testing Second‐Order Dynamics for Autoregressive Processes in Presence of Time‐Varying Variance
10.1080/01621459.2014.884504 · ExternalCitation · doi-reference
Statistical Inference for Arma Time Series With Moving Average Trend
10.1080/10485252.2022.2055756 · ExternalCitation · doi-reference
Inference for ARMA Time Series With Mildly Varying Trend
10.1080/10485252.2024.2377681 · ExternalCitation · doi-reference
Continuous Inspection Schemes
10.1093/biomet/41.1-2.100 · ExternalCitation · doi-reference
The Spline‐Garch Model for Low‐Frequency Volatility and Its Global Macroeconomic Causes
10.1093/rfs/hhn004 · ExternalCitation · doi-reference
A New Test for the Parametric Form of the Variance Function in Non‐Parametric Regression
10.1111/j.1467-9868.2007.00616.x · ExternalCitation · doi-reference
Least Squares Estimation of a Shift in Linear Process
10.1111/j.1467-9892.1994.tb00204.x · ExternalCitation · doi-reference
Autoregressive Coefficient Estimation in Nonparametric Analysis
10.1111/j.1467-9892.2010.00708.x · ExternalCitation · doi-reference
Structural Breaks in Time Series
10.1111/j.1467-9892.2012.00819.x · ExternalCitation · doi-reference
A Test for Variance Heterogeneity in the Residuals of a Gaussian Moving Average
10.1111/j.2517-6161.1963.tb00528.x · ExternalCitation · doi-reference
Two‐Step Estimation for Time Varying ARCH Models
10.1111/jtsa.12522 · ExternalCitation · doi-reference
Multiple‐Change‐Point Detection for Auto‐Regressive Conditional Heteroscedastic Processes
10.1111/rssb.12054 · ExternalCitation · doi-reference
Oracally Efficient Estimation and Consistent Model Selection for Auto‐Regressive Moving Average Time Series With Trend
10.1111/rssb.12170 · ExternalCitation · doi-reference
Parameter Stability and Semiparametric Inference in Time Varying Auto‐Regressive Conditional Heteroscedasticity Models
10.1111/rssb.12221 · ExternalCitation · doi-reference
Nonstationarities in Stock Returns
10.1162/0034653054638274 · ExternalCitation · doi-reference
Testing for Change Points in Time Series
10.1198/jasa.2010.tm10103 · ExternalCitation · doi-reference
Asymptotic Spectral Theory for Nonlinear Time Series
10.1214/009053606000001479 · ExternalCitation · doi-reference
Wild Binary Segmentation for Multiple Change‐Point Detection
10.1214/14-aos1245 · ExternalCitation · doi-reference
Detecting Gradual Changes in Locally Stationary Processes
10.1214/14-aos1297 · ExternalCitation · doi-reference
Testing for Jumps in the Presence of Smooth Changes in Trends of Nonstationary Time Series
10.1214/16-ejs1127 · ExternalCitation · doi-reference
Sieve Bootstrap for Time Series
10.2307/3318584 · ExternalCitation · doi-reference
Gaussian Approximations for Non‐Stationary Multiple Time Series
10.5705/ss.2008.223 · ExternalCitation · doi-reference
