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On linear processes with dependent innovations

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References

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2010ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA94 cited
2010TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS53 cited

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2008Ratio tests for change point detection38 cited

2011TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS24 cited

2008On the Performance of the Fluctuation Test for Structural Change23 cited

2012On the reaction time of moving sum detectors19 cited