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Tests for Change in a Mean Function when the Data are Dependent
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Tests for Change in a Mean Function when the Data are Dependent (1998)Tests for Change in a Mean Function when …A change-point estimator using local Fourier series (2010)A change-point estimator usin…Random Walks with Drift – A Sequential Approach (2005)Random Walks with Drift – A S…Jump-Preserving Monitoring of Depending Time Series Using Pilot Estimators (2004)Jump-Preserving Monitoring of…Generalized autoregressive conditional heteroskedasticity (1986)Modelling the persistence of conditional variances (1986)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Nonparametric Sequential Monitoring (2012)Inference About the Change-Point in a Sequence of Random Variables (1970)The Problem of the Nile: Conditional Solution to a Changepoint Problem (1978)Change point estimation using nonparametric regression (1996)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Testing for a Unit Root in Time Series Regression (1988)Sequentially Updated Residuals and Detection of Stationary Errors in Polynomial Regression Models (2008)A surveillance procedure for random walks based on local linear estimation (2010)
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  • 2005Random Walks with Drift – A Sequential Approach11 cited
  • 2010A change-point estimator using local Fourier series11 cited
  • 2004Jump-Preserving Monitoring of Depending Time Series Using Pilot Estimators10 cited

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