Estimating a gradual parameter change in an AR(1)-process

Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes

(2018) Michael Hoffmann et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

A Bayesian analysis of a change in the parameters of autoregressive time series

(2016) Abdeldjalil Slama et al.   COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION

Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series

(2016) Jean-François Quessy   STATISTICAL PAPERS

Detecting gradual changes in locally stationary processes

(2015) Michael Vogt et al.   ANNALS OF STATISTICS

Detection of Changes in Multivariate Time Series With Application to EEG Data

(2015) Claudia Kirch et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Asymmetric cusp estimation in regression models

(2015) Maik Döring   STATISTICS

Sequential detection of gradual changes in the location of a general stochastic process

(2015) Hella Timmermann   STATISTICS & PROBABILITY LETTERS

Asymmetric cusp estimation in regression models

(2015) Maik Döring   STATISTICS

Smooth change point estimation in regression models with random design

(2014) Maik Döring et al.   ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS

Structural breaks in time series

(2012) Alexander Aue et al.   JOURNAL OF TIME SERIES ANALYSIS

Sequential testing of gradual changes in the drift of a stochastic process

(2011) Josef G. Steinebach et al.   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change

(2009) Changli He et al.   Econometric Reviews

Change detection in autoregressive time series

(2007) Edit Gombay   JOURNAL OF MULTIVARIATE ANALYSIS

On the detection of changes in autoregressive time series, II. Resampling procedures

(2007) Marie Hušková et al.   JOURNAL OF STATISTICAL PLANNING AND INFERENCE