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Weak Convergence of the Sequential Empirical Processes of Residuals in ARMA Models
1 references·16 citing·53 second hopsampled
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References

  • 1988Nonparametric Change-Point Estimation225 cited

Cited by

  • 2001TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES124 cited
  • 2010When is a Copula Constant? A Test for Changing Relationships98 cited
  • 2009Structural Breaks in Financial Time Series92 cited
  • 2011Mean shift testing in correlated data71 cited
  • 2008Augmented GARCH sequences: Dependence structure and asymptotics70 cited
  • 2001Empirical process of the squared residuals of an arch\n\t\t\t sequence69 cited
  • 2011Performance Evaluation of Zero Net-Investment Strategies62 cited
  • 2014Detecting changes in cross-sectional dependence in multivariate time series61 cited
  • 2005Covariance changes detection in multivariate time series58 cited
  • 2017Goodness-of-Fit Tests for Copulas of Multivariate Time Series54 cited
  • 2012Changepoint detection in daily precipitation data43 cited
  • 2003On the cusum of squares test for variance change in nonstationary and nonparametric time series models40 cited
  • 2006Test for Parameter Change in Diffusion Processes by Cusum Statistics Based on One-step Estimators39 cited
  • 2011Monitoring parameter change in time series models

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37 cited
  • 2011Monitoring changes in the error distribution of autoregressive models based on Fourier methods33 cited
  • 2003A nonparametric test for the change of the density function in strong mixing processes32 cited