Found 14 Documents (Results 1–14)
Moving Fourier analysis for locally stationary processes with the bootstrap in view. (English) Zbl 1416.62492
Residual empirical processes and weighted sums for time-varying processes with applications to testing for homoscedasticity. (English) Zbl 1356.62123
Bootstrap for random coefficient autoregressive models. (English) Zbl 1306.62195
Reviewer: Yuehua Wu (Toronto)
A simple test of changes in mean in the possible presence of long-range dependence. (English) Zbl 1273.62223
On geometric ergodicity of CHARME models. (English) Zbl 1223.62151
Reviewer: Mikhail P. Moklyachuk (Kyïv)
Wavelet change point estimation for long memory non-parametric random design models. (English) Zbl 1223.62052
Reviewer: Mikhail Moklyachuk (Kyïv)
Subsampling in testing autocovariance for periodically correlated time series. (English) Zbl 1194.62064
Reviewer: Mikhail P. Moklyachuk (Kyïv)
Bootstrapping confidence intervals for the change-point of time series. (English) Zbl 1194.62063
Reviewer: Mikhail P. Moklyachuk (Kyïv)
Random walks with drift – a sequential approach. (English) Zbl 1098.62108
Reviewer: R. E. Maiboroda (Kyïv)
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