Hu, Junwei; Wang, Lihong A weighted U-statistic based change point test for multivariate time series. (English) Zbl 1512.62075 Stat. Pap. 64, No. 3, 753-778 (2023). MSC: 62M07 62H15 62M10 62E20 62G09 PDFBibTeX XMLCite \textit{J. Hu} and \textit{L. Wang}, Stat. Pap. 64, No. 3, 753--778 (2023; Zbl 1512.62075) Full Text: DOI
Zhang, Yangfan; Wang, Runmin; Shao, Xiaofeng Adaptive inference for change points in high-dimensional data. (English) Zbl 1515.62038 J. Am. Stat. Assoc. 117, No. 540, 1751-1762 (2022). MSC: 62M07 62H15 PDFBibTeX XMLCite \textit{Y. Zhang} et al., J. Am. Stat. Assoc. 117, No. 540, 1751--1762 (2022; Zbl 1515.62038) Full Text: DOI arXiv Link
Messer, Michael Bivariate change point detection: joint detection of changes in expectation and variance. (English) Zbl 1496.62145 Scand. J. Stat. 49, No. 2, 886-916 (2022). MSC: 62M07 62G10 62M10 PDFBibTeX XMLCite \textit{M. Messer}, Scand. J. Stat. 49, No. 2, 886--916 (2022; Zbl 1496.62145) Full Text: DOI arXiv
Hong, Yongmiao; Linton, Oliver; McCabe, Brendan; Sun, Jiajing A score statistic for testing the presence of a stochastic trend in conditional variances. (English) Zbl 1490.62215 Econ. Lett. 213, Article ID 110394, 6 p. (2022). MSC: 62M07 62M10 PDFBibTeX XMLCite \textit{Y. Hong} et al., Econ. Lett. 213, Article ID 110394, 6 p. (2022; Zbl 1490.62215) Full Text: DOI
Liu, Qi-meng; Liao, Gui-li; Zhang, Rong-mao Quantile inference for nonstationary processes with infinite variance innovations. (English) Zbl 1488.62132 Appl. Math., Ser. B (Engl. Ed.) 36, No. 3, 443-461 (2021). MSC: 62M07 62F03 62F05 62F12 62E20 62P20 PDFBibTeX XMLCite \textit{Q.-m. Liu} et al., Appl. Math., Ser. B (Engl. Ed.) 36, No. 3, 443--461 (2021; Zbl 1488.62132) Full Text: DOI OA License
El-Aroui, Mhamed-Ali Real-time prequential goodness-of-fit testing of life distributions in renewal processes. (English) Zbl 1478.62237 Stat. Probab. Lett. 176, Article ID 109146, 6 p. (2021). MSC: 62M07 60K05 62N05 PDFBibTeX XMLCite \textit{M.-A. El-Aroui}, Stat. Probab. Lett. 176, Article ID 109146, 6 p. (2021; Zbl 1478.62237) Full Text: DOI
Votsi, I.; Gayraud, G.; Barbu, V. S.; Limnios, N. Hypotheses testing and posterior concentration rates for semi-Markov processes. (English) Zbl 1477.62228 Stat. Inference Stoch. Process. 24, No. 3, 707-732 (2021). MSC: 62M07 62H15 62G35 PDFBibTeX XMLCite \textit{I. Votsi} et al., Stat. Inference Stoch. Process. 24, No. 3, 707--732 (2021; Zbl 1477.62228) Full Text: DOI arXiv HAL
Wu, Qianzhu; Glaz, Joseph Scan statistics for normal data with outliers. (English) Zbl 1477.62229 Methodol. Comput. Appl. Probab. 23, No. 1, 429-458 (2021). MSC: 62M07 62F40 60F10 PDFBibTeX XMLCite \textit{Q. Wu} and \textit{J. Glaz}, Methodol. Comput. Appl. Probab. 23, No. 1, 429--458 (2021; Zbl 1477.62229) Full Text: DOI
Qin, Ruibing; Luo, Xinxin; Yang, Wei Wilcoxon rank test for change in persistence. (English) Zbl 1477.62227 Statistics 55, No. 3, 514-531 (2021). MSC: 62M07 62M10 62P20 PDFBibTeX XMLCite \textit{R. Qin} et al., Statistics 55, No. 3, 514--531 (2021; Zbl 1477.62227) Full Text: DOI
Abdlrazeq, Ibrahim; Nguyen, Hieu Model verification for Lévy-driven CARMA(2,1) processes. (English) Zbl 1475.62231 Stoch. Models 37, No. 3, 517-547 (2021). MSC: 62M07 62M10 62M02 60G51 PDFBibTeX XMLCite \textit{I. Abdlrazeq} and \textit{H. Nguyen}, Stoch. Models 37, No. 3, 517--547 (2021; Zbl 1475.62231) Full Text: DOI
Banerjee, Taposh; Gurram, Prudhvi; Whipps, Gene T. A Bayesian theory of change detection in statistically periodic random processes. (English) Zbl 1473.62296 IEEE Trans. Inf. Theory 67, No. 4, 2562-2580 (2021). MSC: 62M07 62M15 62F15 62L15 PDFBibTeX XMLCite \textit{T. Banerjee} et al., IEEE Trans. Inf. Theory 67, No. 4, 2562--2580 (2021; Zbl 1473.62296) Full Text: DOI arXiv
Wang, Shaoping; Li, Yanglin; Wen, Kuangyu Recursive adjusted unit root tests under non-stationary volatility. (English) Zbl 1469.62329 Econ. Lett. 205, Article ID 109941, 5 p. (2021). MSC: 62M07 62P20 PDFBibTeX XMLCite \textit{S. Wang} et al., Econ. Lett. 205, Article ID 109941, 5 p. (2021; Zbl 1469.62329) Full Text: DOI
Balcerek, Michał; Burnecki, Krzysztof; Sikora, Grzegorz; Wyłomańska, Agnieszka Discriminating Gaussian processes via quadratic form statistics. (English) Zbl 1471.62451 Chaos 31, No. 6, Article ID 063101, 16 p. (2021). MSC: 62M07 60G15 PDFBibTeX XMLCite \textit{M. Balcerek} et al., Chaos 31, No. 6, Article ID 063101, 16 p. (2021; Zbl 1471.62451) Full Text: DOI
Kim, Sungsu; Park, Chong Jin An asymptotic conditional test of independence in Bernoulli sequences using the number of runs given the number of successes. (English) Zbl 1465.62145 Sankhyā, Ser. A 83, No. 1, 143-154 (2021). MSC: 62M07 62E20 PDFBibTeX XMLCite \textit{S. Kim} and \textit{C. J. Park}, Sankhyā, Ser. A 83, No. 1, 143--154 (2021; Zbl 1465.62145) Full Text: DOI
Cattaneo, Matias D.; Jansson, Michael; Nagasawa, Kenichi Bootstrap-based inference for cube root asymptotics. (English) Zbl 1467.62138 Econometrica 88, No. 5, 2203-2219 (2020). MSC: 62M07 62G05 62G09 62G20 PDFBibTeX XMLCite \textit{M. D. Cattaneo} et al., Econometrica 88, No. 5, 2203--2219 (2020; Zbl 1467.62138) Full Text: DOI arXiv
Jin, Fei; Lee, Lung-fei Asymptotically efficient root estimators for spatial autoregressive models with spatial autoregressive disturbances. (English) Zbl 1452.62609 Econ. Lett. 194, Article ID 109397, 4 p. (2020). MSC: 62M07 62M10 62M30 62H11 PDFBibTeX XMLCite \textit{F. Jin} and \textit{L.-f. Lee}, Econ. Lett. 194, Article ID 109397, 4 p. (2020; Zbl 1452.62609) Full Text: DOI
Enikeeva, Farida; Munk, Axel; Pohlmann, Markus; Werner, Frank Bump detection in the presence of dependency: does it ease or does it load? (English) Zbl 1462.62516 Bernoulli 26, No. 4, 3280-3310 (2020). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 62M07 62M15 62F12 62E20 62C20 60F05 60G10 PDFBibTeX XMLCite \textit{F. Enikeeva} et al., Bernoulli 26, No. 4, 3280--3310 (2020; Zbl 1462.62516) Full Text: DOI arXiv Euclid
Wang, Xuexin; Sun, Yixiao An asymptotic \(F\) test for uncorrelatedness in the presence of time series dependence. (English) Zbl 1450.62105 J. Time Ser. Anal. 41, No. 4, 536-550 (2020). MSC: 62M07 62F05 62M10 62H20 PDFBibTeX XMLCite \textit{X. Wang} and \textit{Y. Sun}, J. Time Ser. Anal. 41, No. 4, 536--550 (2020; Zbl 1450.62105) Full Text: DOI
Petrova, Yu. P. Exact \(L_2\)-small ball asymptotics for some Durbin processes. (English. Russian original) Zbl 1448.62129 J. Math. Sci., New York 244, No. 5, 842-857 (2020); translation from Zap. Nauchn. Semin. POMI 466, 211-233 (2017). MSC: 62M07 62M10 60G05 PDFBibTeX XMLCite \textit{Yu. P. Petrova}, J. Math. Sci., New York 244, No. 5, 842--857 (2020; Zbl 1448.62129); translation from Zap. Nauchn. Semin. POMI 466, 211--233 (2017) Full Text: DOI
Gerstenberger, Carina; Vogel, Daniel; Wendler, Martin Tests for scale changes based on pairwise differences. (English) Zbl 1441.62223 J. Am. Stat. Assoc. 115, No. 531, 1336-1348 (2020). MSC: 62M07 62M10 PDFBibTeX XMLCite \textit{C. Gerstenberger} et al., J. Am. Stat. Assoc. 115, No. 531, 1336--1348 (2020; Zbl 1441.62223) Full Text: DOI arXiv
Song, Xinyu; Wang, Yazhen GARCH quasi-likelihood ratios for SV model and the diffusion limit. (English) Zbl 1447.62097 Stat. Probab. Lett. 165, Article ID 108817, 6 p. (2020). MSC: 62M07 62M10 60H15 60J60 62P05 PDFBibTeX XMLCite \textit{X. Song} and \textit{Y. Wang}, Stat. Probab. Lett. 165, Article ID 108817, 6 p. (2020; Zbl 1447.62097) Full Text: DOI
Nazlioglu, Saban; Lee, Junsoo Response surface estimates of the LM unit root tests. (English) Zbl 1443.62233 Econ. Lett. 192, Article ID 109136, 3 p. (2020). MSC: 62M07 62K20 PDFBibTeX XMLCite \textit{S. Nazlioglu} and \textit{J. Lee}, Econ. Lett. 192, Article ID 109136, 3 p. (2020; Zbl 1443.62233) Full Text: DOI
Wang, Di; Li, Wai Keung Unit root testing on buffered autoregressive model. (English) Zbl 1439.62185 Stat. Sin. 30, No. 2, 977-1003 (2020). MSC: 62M07 62M10 60G12 62F40 PDFBibTeX XMLCite \textit{D. Wang} and \textit{W. K. Li}, Stat. Sin. 30, No. 2, 977--1003 (2020; Zbl 1439.62185) Full Text: DOI
Harvey, David I.; Leybourne, Stephen J.; Zu, Yang Sign-based unit root tests for explosive financial bubbles in the presence of deterministically time-varying volatility. (English) Zbl 1436.62402 Econom. Theory 36, No. 1, 122-169 (2020). MSC: 62M07 62P05 62G10 62M10 PDFBibTeX XMLCite \textit{D. I. Harvey} et al., Econom. Theory 36, No. 1, 122--169 (2020; Zbl 1436.62402) Full Text: DOI
Zhou, Yuze Change point detection based on directed K-nearest neighbour graph. (English) Zbl 1507.62277 Int. J. Nonlinear Sci. 27, No. 2, 67-80 (2019). MSC: 62M07 05C90 PDFBibTeX XMLCite \textit{Y. Zhou}, Int. J. Nonlinear Sci. 27, No. 2, 67--80 (2019; Zbl 1507.62277)
Kumar, Jitendra; Agiwal, Varun Panel data unit root test with structural break: a Bayesian approach. (English) Zbl 1488.62131 Hacet. J. Math. Stat. 48, No. 4, 1213-1231 (2019). MSC: 62M07 62M10 62F15 65C05 PDFBibTeX XMLCite \textit{J. Kumar} and \textit{V. Agiwal}, Hacet. J. Math. Stat. 48, No. 4, 1213--1231 (2019; Zbl 1488.62131) Full Text: Link
Karavias, Yiannis; Tzavalis, Elias Generalized fixed-\(\mathrm{T}\) panel unit root tests. (English) Zbl 1443.62230 Scand. J. Stat. 46, No. 4, 1227-1251 (2019). MSC: 62M07 62D20 62H20 PDFBibTeX XMLCite \textit{Y. Karavias} and \textit{E. Tzavalis}, Scand. J. Stat. 46, No. 4, 1227--1251 (2019; Zbl 1443.62230) Full Text: DOI
Sharghi, Ghale-Joogh Hassan Statistical inference for functional data: two sample Behrens-Fisher problem. (English) Zbl 1449.62178 Comput. Methods Differ. Equ. 7, No. 4, Spec. Iss., 608-615 (2019). MSC: 62M07 62H15 62R10 62P12 PDFBibTeX XMLCite \textit{G.-J. H. Sharghi}, Comput. Methods Differ. Equ. 7, No. 4, 608--615 (2019; Zbl 1449.62178) Full Text: Link
Aylar, Emre; Smeekes, Stephan; Westerlund, Joakim Lag truncation and the local asymptotic distribution of the ADF test for a unit root. (English) Zbl 1432.62282 Stat. Pap. 60, No. 6, 2109-2118 (2019). MSC: 62M07 62E20 PDFBibTeX XMLCite \textit{E. Aylar} et al., Stat. Pap. 60, No. 6, 2109--2118 (2019; Zbl 1432.62282) Full Text: DOI OA License
Tanaka, Katsuto Computing limiting local powers and power envelopes of panel MA unit root tests and stationarity tests. (English) Zbl 1432.62284 Econom. Theory 35, No. 5, 978-1011 (2019). MSC: 62M07 62P20 62J02 62M10 PDFBibTeX XMLCite \textit{K. Tanaka}, Econom. Theory 35, No. 5, 978--1011 (2019; Zbl 1432.62284) Full Text: DOI
Bauer, Dietmar Periodic and seasonal (co-)integration in the state space framework. (English) Zbl 1429.62373 Econ. Lett. 174, 165-168 (2019). MSC: 62M07 62M10 62H12 PDFBibTeX XMLCite \textit{D. Bauer}, Econ. Lett. 174, 165--168 (2019; Zbl 1429.62373) Full Text: DOI
Zhou, Bo; van den Akker, Ramon; Werker, Bas J. M. Semiparametrically point-optimal hybrid rank tests for unit roots. (English) Zbl 1469.62330 Ann. Stat. 47, No. 5, 2601-2638 (2019). Reviewer: Romeo Negrea (Timişoara) MSC: 62M07 62G10 62G20 PDFBibTeX XMLCite \textit{B. Zhou} et al., Ann. Stat. 47, No. 5, 2601--2638 (2019; Zbl 1469.62330) Full Text: DOI arXiv Euclid
Fearnhead, Paul; Rigaill, Guillem Changepoint detection in the presence of outliers. (English) Zbl 1478.62238 J. Am. Stat. Assoc. 114, No. 525, 169-183 (2019). MSC: 62M07 62F35 PDFBibTeX XMLCite \textit{P. Fearnhead} and \textit{G. Rigaill}, J. Am. Stat. Assoc. 114, No. 525, 169--183 (2019; Zbl 1478.62238) Full Text: DOI arXiv OA License
Castro, Rui M.; Tánczos, Ervin Are there needles in a moving haystack? Adaptive sensing for detection of dynamically evolving signals. (English) Zbl 1426.62251 Bernoulli 25, No. 2, 977-1012 (2019). MSC: 62M07 62H15 62L05 94A12 PDFBibTeX XMLCite \textit{R. M. Castro} and \textit{E. Tánczos}, Bernoulli 25, No. 2, 977--1012 (2019; Zbl 1426.62251) Full Text: DOI arXiv Euclid
Kucharczyk, Daniel; Wyłomańska, Agnieszka; Sikora, Grzegorz Variance change point detection for fractional Brownian motion based on the likelihood ratio test. (English) Zbl 1514.62159 Physica A 490, 439-450 (2018). MSC: 62M07 60G22 PDFBibTeX XMLCite \textit{D. Kucharczyk} et al., Physica A 490, 439--450 (2018; Zbl 1514.62159) Full Text: DOI
Paparoditis, Efstathios; Politis, Dimitris N. The asymptotic size and power of the augmented Dickey-Fuller test for a unit root. (English) Zbl 1490.62216 Econom. Rev. 37, No. 9, 955-973 (2018). MSC: 62M07 62F05 62M10 62P20 PDFBibTeX XMLCite \textit{E. Paparoditis} and \textit{D. N. Politis}, Econom. Rev. 37, No. 9, 955--973 (2018; Zbl 1490.62216) Full Text: DOI
Kozachenko, Yury V.; Troshki, Viktor B. Construction of a criterion for testing hypothesis about covariance function of a stationary Gaussian stochastic process with unknown mean. (English) Zbl 1508.62208 Commun. Stat., Theory Methods 47, No. 18, 4556-4567 (2018). MSC: 62M07 60G10 60G15 62G10 62M15 PDFBibTeX XMLCite \textit{Y. V. Kozachenko} and \textit{V. B. Troshki}, Commun. Stat., Theory Methods 47, No. 18, 4556--4567 (2018; Zbl 1508.62208) Full Text: DOI
Cordi, Marcus; Challet, Damien; Toke, Ioane Muni Testing the causality of Hawkes processes with time reversal. (English) Zbl 1459.62162 J. Stat. Mech. Theory Exp. 2018, No. 3, Article ID 033408, 25 p. (2018). MSC: 62M07 60G55 62P05 PDFBibTeX XMLCite \textit{M. Cordi} et al., J. Stat. Mech. Theory Exp. 2018, No. 3, Article ID 033408, 25 p. (2018; Zbl 1459.62162) Full Text: DOI arXiv
Bensalma, Ahmed Testing the fractional integration parameter revisited: a fractional Dickey-Fuller test. (English) Zbl 1452.62608 Int. J. Math. Oper. Res. 12, No. 4, 471-506 (2018). MSC: 62M07 60G22 PDFBibTeX XMLCite \textit{A. Bensalma}, Int. J. Math. Oper. Res. 12, No. 4, 471--506 (2018; Zbl 1452.62608) Full Text: DOI
Sikora, Grzegorz Statistical test for fractional Brownian motion based on detrending moving average algorithm. (English) Zbl 1442.62194 Chaos Solitons Fractals 116, 54-62 (2018). MSC: 62M07 60G22 65C05 62-04 PDFBibTeX XMLCite \textit{G. Sikora}, Chaos Solitons Fractals 116, 54--62 (2018; Zbl 1442.62194) Full Text: DOI arXiv
Zhang, Rongmao; Chan, Ngai Hang Portmanteau-type tests for unit-root and cointegration. (English) Zbl 1452.62611 J. Econom. 207, No. 2, 307-324 (2018). MSC: 62M07 62M10 62P20 PDFBibTeX XMLCite \textit{R. Zhang} and \textit{N. H. Chan}, J. Econom. 207, No. 2, 307--324 (2018; Zbl 1452.62611) Full Text: DOI
Brunel, Victor-Emmanuel A change-point problem and inference for segment signals. (English) Zbl 1409.62165 ESAIM, Probab. Stat. 22, 210-235 (2018). MSC: 62M07 60G55 PDFBibTeX XMLCite \textit{V.-E. Brunel}, ESAIM, Probab. Stat. 22, 210--235 (2018; Zbl 1409.62165) Full Text: DOI arXiv
Zhang, Ting; Lavitas, Liliya Unsupervised self-normalized change-point testing for time series. (English) Zbl 1398.62219 J. Am. Stat. Assoc. 113, No. 522, 637-648 (2018). MSC: 62M07 62M10 62P12 PDFBibTeX XMLCite \textit{T. Zhang} and \textit{L. Lavitas}, J. Am. Stat. Assoc. 113, No. 522, 637--648 (2018; Zbl 1398.62219) Full Text: DOI Link
Eroğlu, Burak Alparslan; Göğebakan, Kemal Çağlar; Trokić, Mirza Powerful nonparametric seasonal unit root tests. (English) Zbl 1401.62135 Econ. Lett. 167, 75-80 (2018). MSC: 62M07 62P20 62G10 62M10 PDFBibTeX XMLCite \textit{B. A. Eroğlu} et al., Econ. Lett. 167, 75--80 (2018; Zbl 1401.62135) Full Text: DOI Link
Grzesiek, Aleksandra; Gajda, Janusz; Wyłomańska, Agnieszka; Sundar, S. Discriminating between scaled and fractional Brownian motion via \(p\)-variation statistics. (English) Zbl 1397.62289 Int. J. Adv. Eng. Sci. Appl. Math. 10, No. 1, 9-14 (2018). MSC: 62M07 60G22 PDFBibTeX XMLCite \textit{A. Grzesiek} et al., Int. J. Adv. Eng. Sci. Appl. Math. 10, No. 1, 9--14 (2018; Zbl 1397.62289) Full Text: DOI
Wenger, Kai; Leschinski, Christian; Sibbertsen, Philipp A simple test on structural change in long-memory time series. (English) Zbl 1397.62290 Econ. Lett. 163, 90-94 (2018). MSC: 62M07 62L10 62M10 PDFBibTeX XMLCite \textit{K. Wenger} et al., Econ. Lett. 163, 90--94 (2018; Zbl 1397.62290) Full Text: DOI Link
Wu, Jilin; Xiao, Zhijie A powerful test for changing trends in time series models. (English) Zbl 1392.62256 J. Time Ser. Anal. 39, No. 4, 488-501 (2018). MSC: 62M07 62G10 62M10 PDFBibTeX XMLCite \textit{J. Wu} and \textit{Z. Xiao}, J. Time Ser. Anal. 39, No. 4, 488--501 (2018; Zbl 1392.62256) Full Text: DOI
Qin, Ruibing; Liu, Yang Block bootstrap testing for changes in persistence with heavy-tailed innovations. (English) Zbl 1390.62171 Commun. Stat., Theory Methods 47, No. 5, 1104-1116 (2018). MSC: 62M07 62M10 62E20 62P20 PDFBibTeX XMLCite \textit{R. Qin} and \textit{Y. Liu}, Commun. Stat., Theory Methods 47, No. 5, 1104--1116 (2018; Zbl 1390.62171) Full Text: DOI
Skrobotov, Anton On trend breaks and initial condition in unit root testing. (English) Zbl 1499.62291 J. Time Ser. Econom. 10, No. 1, Article No. 20160014, 15 p. (2018). MSC: 62M07 62M10 62P20 PDFBibTeX XMLCite \textit{A. Skrobotov}, J. Time Ser. Econom. 10, No. 1, Article No. 20160014, 15 p. (2018; Zbl 1499.62291) Full Text: DOI Link
Cao, Yang; Nemirovski, Arkadi; Xie, Yao; Guigues, Vincent; Juditsky, Anatoli Change detection via affine and quadratic detectors. (English) Zbl 1390.62169 Electron. J. Stat. 12, No. 1, 1-57 (2018). Reviewer: Krzysztof Piasecki (Poznań) MSC: 62M07 62G10 62J15 62C20 90C22 PDFBibTeX XMLCite \textit{Y. Cao} et al., Electron. J. Stat. 12, No. 1, 1--57 (2018; Zbl 1390.62169) Full Text: DOI arXiv Euclid
Keshavarz, Hossein; Scott, Clayton; Nguyen, XuanLong Optimal change point detection in Gaussian processes. (English) Zbl 1377.62175 J. Stat. Plann. Inference 193, 151-178 (2018). MSC: 62M07 60G15 62E20 PDFBibTeX XMLCite \textit{H. Keshavarz} et al., J. Stat. Plann. Inference 193, 151--178 (2018; Zbl 1377.62175) Full Text: DOI arXiv
Yang, Yang; Wang, Shaoping Two simple tests of the trend hypothesis under time-varying variance. (English) Zbl 1400.62171 Econ. Lett. 156, 123-128 (2017). MSC: 62M07 62M10 62P20 PDFBibTeX XMLCite \textit{Y. Yang} and \textit{S. Wang}, Econ. Lett. 156, 123--128 (2017; Zbl 1400.62171) Full Text: DOI
Mahmoudi, Mohammad Reza; Maleki, Mohsen; Pak, Abbas Testing the difference between two independent time series models. (English) Zbl 1392.62255 Iran. J. Sci. Technol., Trans. A, Sci. 41, No. 3, 665-669 (2017). MSC: 62M07 62M10 PDFBibTeX XMLCite \textit{M. R. Mahmoudi} et al., Iran. J. Sci. Technol., Trans. A, Sci. 41, No. 3, 665--669 (2017; Zbl 1392.62255) Full Text: DOI
Hlávka, Zdeněk; Hušková, Marie; Meintanis, Simos G. Change point detection with multivariate observations based on characteristic functions. (English) Zbl 06854744 Ferger, Dietmar (ed.) et al., From statistics to mathematical finance. Festschrift in honour of Winfried Stute. Cham: Springer. 273-290 (2017). MSC: 62M07 62H15 62P05 PDFBibTeX XMLCite \textit{Z. Hlávka} et al., in: From statistics to mathematical finance. Festschrift in honour of Winfried Stute. Cham: Springer. 273--290 (2017; Zbl 06854744) Full Text: DOI
Aristidou, Chrystalleni; Harvey, David I.; Leybourne, Stephen J. The impact of the initial condition on covariate augmented unit root tests. (English) Zbl 1499.62288 J. Time Ser. Econom. 9, No. 1, Article No. 20150013, 23 p. (2017). MSC: 62M07 62M10 62P20 PDFBibTeX XMLCite \textit{C. Aristidou} et al., J. Time Ser. Econom. 9, No. 1, Article No. 20150013, 23 p. (2017; Zbl 1499.62288) Full Text: DOI Link
Iacone, Fabrizio; Leybourne, Stephen J.; Robert Taylor, A. M. Testing for a change in mean under fractional integration. (English) Zbl 1499.62289 J. Time Ser. Econom. 9, No. 1, Article No. 20150006, 8 p. (2017). MSC: 62M07 62M10 PDFBibTeX XMLCite \textit{F. Iacone} et al., J. Time Ser. Econom. 9, No. 1, Article No. 20150006, 8 p. (2017; Zbl 1499.62289) Full Text: DOI Link
Tsukuda, Koji A change detection procedure for an ergodic diffusion process. (English) Zbl 1382.62044 Ann. Inst. Stat. Math. 69, No. 4, 833-864 (2017). Reviewer: Susan R. Wilson (Sydney) MSC: 62M07 60J60 62M40 PDFBibTeX XMLCite \textit{K. Tsukuda}, Ann. Inst. Stat. Math. 69, No. 4, 833--864 (2017; Zbl 1382.62044) Full Text: DOI
Georgiev, Iliyan; Rodrigues, Paulo M. M.; Taylor, A. M. Robert Unit root tests and heavy-tailed innovations. (English) Zbl 1416.62463 J. Time Ser. Anal. 38, No. 5, 733-768 (2017). MSC: 62M07 60G52 62E20 62M10 91B84 PDFBibTeX XMLCite \textit{I. Georgiev} et al., J. Time Ser. Anal. 38, No. 5, 733--768 (2017; Zbl 1416.62463) Full Text: DOI Link
Wang, Gaowen Modified unit root tests with nuisance parameter free asymptotic distributions. (English) Zbl 1378.62051 Methodol. Comput. Appl. Probab. 19, No. 2, 519-538 (2017). MSC: 62M07 62M10 62P20 91B84 PDFBibTeX XMLCite \textit{G. Wang}, Methodol. Comput. Appl. Probab. 19, No. 2, 519--538 (2017; Zbl 1378.62051) Full Text: DOI
Farinetto, Christian On hypothesis tests for disk-type intensities of spatial Poisson processes. (English) Zbl 1368.62238 Commun. Stat., Theory Methods 46, No. 9, 4353-4368 (2017). MSC: 62M07 62M30 PDFBibTeX XMLCite \textit{C. Farinetto}, Commun. Stat., Theory Methods 46, No. 9, 4353--4368 (2017; Zbl 1368.62238) Full Text: DOI
Hayakawa, Kazuhiko Unit root test for short panels with serially correlated errors. (English) Zbl 1422.62205 Commun. Stat., Theory Methods 46, No. 8, 3891-3900 (2017). MSC: 62M07 62M10 PDFBibTeX XMLCite \textit{K. Hayakawa}, Commun. Stat., Theory Methods 46, No. 8, 3891--3900 (2017; Zbl 1422.62205) Full Text: DOI
Horváth, Lajos; Pouliot, William; Wang, Shixuan Detecting at-most-\(\mathfrak{m}\) changes in linear regression models. (English) Zbl 1368.62239 J. Time Ser. Anal. 38, No. 4, 552-590 (2017). MSC: 62M07 62J05 62M10 62F05 62E20 62P05 PDFBibTeX XMLCite \textit{L. Horváth} et al., J. Time Ser. Anal. 38, No. 4, 552--590 (2017; Zbl 1368.62239) Full Text: DOI
Larsson, Rolf; Lyhagen, Johan; Westerlund, Joakim Likelihood ratio tests for a unit root in panels with random effects. (English) Zbl 1370.62038 Statistics 51, No. 3, 627-654 (2017). MSC: 62M07 62F05 62M10 62P20 PDFBibTeX XMLCite \textit{R. Larsson} et al., Statistics 51, No. 3, 627--654 (2017; Zbl 1370.62038) Full Text: DOI
Ianevych, Tetiana O.; Kozachenko, Yuriy V.; Troshki, Viktor B. Goodness-of-fit tests for random sequences incorporating several components. (English) Zbl 1360.62440 Random Oper. Stoch. Equ. 25, No. 1, 1-10 (2017). MSC: 62M07 60G15 60G10 62M10 PDFBibTeX XMLCite \textit{T. O. Ianevych} et al., Random Oper. Stoch. Equ. 25, No. 1, 1--10 (2017; Zbl 1360.62440) Full Text: DOI
Chandler, Gabe; Polonik, Wolfgang Residual empirical processes and weighted sums for time-varying processes with applications to testing for homoscedasticity. (English) Zbl 1356.62123 J. Time Ser. Anal. 38, No. 1, 72-98 (2017). MSC: 62M07 62G05 62G20 62M10 PDFBibTeX XMLCite \textit{G. Chandler} and \textit{W. Polonik}, J. Time Ser. Anal. 38, No. 1, 72--98 (2017; Zbl 1356.62123) Full Text: DOI
Hafner, Christian M.; Preminger, Arie The effect of additive outliers on a fractional unit root test. (English) Zbl 1443.62228 AStA, Adv. Stat. Anal. 100, No. 4, 401-420 (2016). MSC: 62M07 62E20 62M10 62P20 PDFBibTeX XMLCite \textit{C. M. Hafner} and \textit{A. Preminger}, AStA, Adv. Stat. Anal. 100, No. 4, 401--420 (2016; Zbl 1443.62228) Full Text: DOI Link
del Barrio Castro, Tomás; Hecq, Alain Testing for deterministic seasonality in mixed-frequency VARs. (English) Zbl 1490.62214 Econ. Lett. 149, 20-24 (2016). MSC: 62M07 62M10 PDFBibTeX XMLCite \textit{T. del Barrio Castro} and \textit{A. Hecq}, Econ. Lett. 149, 20--24 (2016; Zbl 1490.62214) Full Text: DOI Link
Sollis, Robert Fixed and recursive right-tailed Dickey-Fuller tests in the presence of a break under the null. (English) Zbl 1499.62292 J. Time Ser. Econom. 8, No. 1, 1-19 (2016). MSC: 62M07 62M10 62P20 PDFBibTeX XMLCite \textit{R. Sollis}, J. Time Ser. Econom. 8, No. 1, 1--19 (2016; Zbl 1499.62292) Full Text: DOI
Katayama, Naoya The portmanteau tests and the LM test for ARMA models with uncorrelated errors. (English) Zbl 1368.62240 Li, Wai Keung (ed.) et al., Advances in time series methods and applications. The A. Ian McLeod festschrift, University of Ontario, ON, Canada, June 2–3, 2014. Toronto: The Fields Institute for Research in the Mathematical Sciences; New York, NY: Springer (ISBN 978-1-4939-6567-0/hbk; 978-1-4939-6568-7/ebook). Fields Institute Communications 78, 131-150 (2016). MSC: 62M07 62M10 62E20 PDFBibTeX XMLCite \textit{N. Katayama}, Fields Inst. Commun. 78, 131--150 (2016; Zbl 1368.62240) Full Text: DOI
Bensalma, Ahmed A consistent test for unit root against fractional alternative. (English) Zbl 1362.62160 Int. J. Oper. Res. 27, No. 1-2, 252-274 (2016). MSC: 62M07 60G22 65C05 PDFBibTeX XMLCite \textit{A. Bensalma}, Int. J. Oper. Res. 27, No. 1--2, 252--274 (2016; Zbl 1362.62160) Full Text: DOI
Diop, F. N. Goodness-of-fit testing for two-dimensional Poisson processes with discontinuous intensity function. (English) Zbl 1359.62349 Far East J. Theor. Stat. 52, No. 5, 345-363 (2016). MSC: 62M07 62M02 62G10 PDFBibTeX XMLCite \textit{F. N. Diop}, Far East J. Theor. Stat. 52, No. 5, 345--363 (2016; Zbl 1359.62349) Full Text: DOI Link
Moreno, Marta; Romo, Juan Robust unit root tests with autoregressive errors. (English) Zbl 1349.62386 Commun. Stat., Theory Methods 45, No. 20, 5997-6021 (2016). MSC: 62M07 62F40 62M10 62G10 PDFBibTeX XMLCite \textit{M. Moreno} and \textit{J. Romo}, Commun. Stat., Theory Methods 45, No. 20, 5997--6021 (2016; Zbl 1349.62386) Full Text: DOI
Lee, Hyejin; Oh, Dong-Yop Dealing with the initial observation in the LM unit root test. (English) Zbl 1349.62385 Commun. Stat., Simulation Comput. 45, No. 10, 3660-3669 (2016). MSC: 62M07 62F03 62M10 62P20 PDFBibTeX XMLCite \textit{H. Lee} and \textit{D.-Y. Oh}, Commun. Stat., Simulation Comput. 45, No. 10, 3660--3669 (2016; Zbl 1349.62385) Full Text: DOI
Zhao, Wenzhi; Xia, Zhiming; He, Feiyue Change point detection for the mean of long range dependence sequence. (Chinese. English summary) Zbl 1363.62102 Math. Pract. Theory 46, No. 3, 204-208 (2016). MSC: 62M07 62F03 PDFBibTeX XMLCite \textit{W. Zhao} et al., Math. Pract. Theory 46, No. 3, 204--208 (2016; Zbl 1363.62102)
Holgersson, H. E. T.; Månsson, K.; Shukur, G. Testing for panel unit roots under general cross-sectional dependence. (English) Zbl 1359.62350 Commun. Stat., Simulation Comput. 45, No. 5, 1785-1801 (2016). MSC: 62M07 62H15 62F03 PDFBibTeX XMLCite \textit{H. E. T. Holgersson} et al., Commun. Stat., Simulation Comput. 45, No. 5, 1785--1801 (2016; Zbl 1359.62350) Full Text: DOI Link
Hosseinkouchack, Mehdi; Hassler, Uwe Powerful unit root tests free of nuisance parameters. (English) Zbl 1359.62371 J. Time Ser. Anal. 37, No. 4, 533-554 (2016). MSC: 62M07 62M10 PDFBibTeX XMLCite \textit{M. Hosseinkouchack} and \textit{U. Hassler}, J. Time Ser. Anal. 37, No. 4, 533--554 (2016; Zbl 1359.62371) Full Text: DOI
Lee, Sangyeol; Oh, Haejune Parameter change test for autoregressive conditional duration models. (English) Zbl 1359.62351 Ann. Inst. Stat. Math. 68, No. 3, 621-637 (2016). MSC: 62M07 60F17 62F12 PDFBibTeX XMLCite \textit{S. Lee} and \textit{H. Oh}, Ann. Inst. Stat. Math. 68, No. 3, 621--637 (2016; Zbl 1359.62351) Full Text: DOI
Westerlund, Joakim The asymptotic distribution of the CADF unit root test in the presence of heterogeneous AR(\(p\)) errors. (English) Zbl 1349.62387 Stat. Pap. 57, No. 2, 303-317 (2016). MSC: 62M07 62M10 62E20 91B84 PDFBibTeX XMLCite \textit{J. Westerlund}, Stat. Pap. 57, No. 2, 303--317 (2016; Zbl 1349.62387) Full Text: DOI
Zhao, Bo; Glaz, Joseph Scan statistics for detecting a local change in variance for normal data with unknown population variance. (English) Zbl 1419.62215 Stat. Probab. Lett. 110, 137-145 (2016). MSC: 62M07 62F03 62F40 PDFBibTeX XMLCite \textit{B. Zhao} and \textit{J. Glaz}, Stat. Probab. Lett. 110, 137--145 (2016; Zbl 1419.62215) Full Text: DOI
Westerlund, Joakim A simple test for nonstationarity in mixed panels: a further investigation. (English) Zbl 1337.62229 J. Stat. Plann. Inference 173, 1-30 (2016). MSC: 62M07 62P20 PDFBibTeX XMLCite \textit{J. Westerlund}, J. Stat. Plann. Inference 173, 1--30 (2016; Zbl 1337.62229) Full Text: DOI
Karavias, Yiannis; Tzavalis, Elias Local power of fixed-\(T\) panel unit root tests with serially correlated errors and incidental trends. (English) Zbl 1416.62465 J. Time Ser. Anal. 37, No. 2, 222-239 (2016). MSC: 62M07 62M10 62F12 PDFBibTeX XMLCite \textit{Y. Karavias} and \textit{E. Tzavalis}, J. Time Ser. Anal. 37, No. 2, 222--239 (2016; Zbl 1416.62465) Full Text: DOI
Saikkonen, Pentti; Sandberg, Rickard Testing for a unit root in noncausal autoregressive models. (English) Zbl 1337.62225 J. Time Ser. Anal. 37, No. 1, 99-125 (2016). MSC: 62M07 62F40 62M10 PDFBibTeX XMLCite \textit{P. Saikkonen} and \textit{R. Sandberg}, J. Time Ser. Anal. 37, No. 1, 99--125 (2016; Zbl 1337.62225) Full Text: DOI Link
Li, Chang; Wang, Zheng Ming Change-point analysis in AR(\(p\)) models. (Chinese. English summary) Zbl 1503.62069 Math. Theory Appl. 35, No. 4, 58-67 (2015). MSC: 62M07 62M10 PDFBibTeX XMLCite \textit{C. Li} and \textit{Z. M. Wang}, Math. Theory Appl. 35, No. 4, 58--67 (2015; Zbl 1503.62069)
Arai, Mamiko; Smith, Charles Eugene A test for the input noise type in the Fitzhugh-Nagumo neuronal model. (English) Zbl 1502.62087 Di Nardo, Elvira (ed.), Recent advances in probability and statistics. Potenza: Seminario Interdisciplinare di Matematica (S.I.M.). Lect. Notes Semin. Interdiscip. Mat. 12, 45-59 (2015). MSC: 62M07 60G35 92C20 PDFBibTeX XMLCite \textit{M. Arai} and \textit{C. E. Smith}, Lect. Notes Semin. Interdiscip. Mat. 12, 45--59 (2015; Zbl 1502.62087) Full Text: Link
Hadri, Kaddour; Kurozumi, Eiji; Rao, Yao Novel panel cointegration tests emending for cross-section dependence with \(N\) fixed. (English) Zbl 1521.62134 Econom. J. 18, No. 3, 363-411 (2015). MSC: 62M07 60F17 PDFBibTeX XMLCite \textit{K. Hadri} et al., Econom. J. 18, No. 3, 363--411 (2015; Zbl 1521.62134) Full Text: DOI
Reese, Simon; Li, Yushu Testing for structural breaks in the presence of data perturbations: impacts and wavelet-based improvements. (English) Zbl 1510.62346 J. Stat. Comput. Simulation 85, No. 17, 3468-3479 (2015). MSC: 62M07 62C12 62M10 PDFBibTeX XMLCite \textit{S. Reese} and \textit{Y. Li}, J. Stat. Comput. Simulation 85, No. 17, 3468--3479 (2015; Zbl 1510.62346) Full Text: DOI Link
Chan, Wai-Sum; Cheung, Siu Hung; Chow, Wai Kit; Zhang, Li-Xin A robust test for threshold-type nonlinearity in multivariate time series analysis. (English) Zbl 1397.62288 J. Forecast. 34, No. 6, 441-454 (2015). MSC: 62M07 62M10 62P20 PDFBibTeX XMLCite \textit{W.-S. Chan} et al., J. Forecast. 34, No. 6, 441--454 (2015; Zbl 1397.62288) Full Text: DOI
Parker, Cameron C.; Paparoditis, Efstathios; Politis, Dimitris Tapered block bootstrap for unit root testing. (English) Zbl 1499.62290 J. Time Ser. Econom. 7, No. 1, 37-67 (2015). MSC: 62M07 62M10 62M15 62G09 PDFBibTeX XMLCite \textit{C. C. Parker} et al., J. Time Ser. Econom. 7, No. 1, 37--67 (2015; Zbl 1499.62290) Full Text: DOI
Dehling, Herold; Fried, Roland; Garcia, Isabel; Wendler, Martin Change-point detection under dependence based on two-sample \(U\)-statistics. (English) Zbl 1365.62333 Dawson, Donald (ed.) et al., Asymptotic laws and methods in stochastics. A volume in honour of Miklós Csörgő on the occasion of his 80th birthday. Proceedings of the international symposium on asymptotic methods in stochastics, Ottawa, Canada, July 3–6, 2012. Toronto: The Fields Institute for Research in the Mathematical Sciences; New York, NY: Springer (ISBN 978-1-4939-3075-3/hbk; 978-1-4939-3076-0/ebook). Fields Institute Communications 76, 195-220 (2015). MSC: 62M07 62M10 62L10 62G10 60F17 PDFBibTeX XMLCite \textit{H. Dehling} et al., Fields Inst. Commun. 76, 195--220 (2015; Zbl 1365.62333) Full Text: DOI arXiv
Bazarova, Alina; Berkes, István; Horváth, Lajos Change point detection with stable AR(1) errors. (English) Zbl 1365.62332 Dawson, Donald (ed.) et al., Asymptotic laws and methods in stochastics. A volume in honour of Miklós Csörgő on the occasion of his 80th birthday. Proceedings of the international symposium on asymptotic methods in stochastics, Ottawa, Canada, July 3–6, 2012. Toronto: The Fields Institute for Research in the Mathematical Sciences; New York, NY: Springer (ISBN 978-1-4939-3075-3/hbk; 978-1-4939-3076-0/ebook). Fields Institute Communications 76, 179-193 (2015). MSC: 62M07 62M10 60F17 62G10 62L10 PDFBibTeX XMLCite \textit{A. Bazarova} et al., Fields Inst. Commun. 76, 179--193 (2015; Zbl 1365.62332) Full Text: DOI Link
Cappuccio, Nunzio; Lubian, Diego; Mistrorigo, Mirko The power of unit root tests under local-to-finite variance errors. (English) Zbl 1352.62134 Chaos Solitons Fractals 76, 205-217 (2015). MSC: 62M07 62M10 65C05 PDFBibTeX XMLCite \textit{N. Cappuccio} et al., Chaos Solitons Fractals 76, 205--217 (2015; Zbl 1352.62134) Full Text: DOI Link
Castro, Tomás Del Barrio; Rossello, Andreu Sansó On augmented franses tests for seasonal unit roots. (English) Zbl 1381.62243 Commun. Stat., Theory Methods 44, No. 24, 5204-5212 (2015). MSC: 62M07 62E20 PDFBibTeX XMLCite \textit{T. D. B. Castro} and \textit{A. S. Rossello}, Commun. Stat., Theory Methods 44, No. 24, 5204--5212 (2015; Zbl 1381.62243) Full Text: DOI
Yamazaki, Daisuke; Kurozumi, Eiji Improving the finite sample performance of tests for a shift in mean. (English) Zbl 1326.62181 J. Stat. Plann. Inference 167, 144-173 (2015). MSC: 62M07 62M10 PDFBibTeX XMLCite \textit{D. Yamazaki} and \textit{E. Kurozumi}, J. Stat. Plann. Inference 167, 144--173 (2015; Zbl 1326.62181) Full Text: DOI Link
Sandberg, Rickard M-estimator based unit root tests in the ESTAR framework. (English) Zbl 1416.62469 Stat. Pap. 56, No. 4, 1115-1135 (2015). MSC: 62M07 62F35 62M10 PDFBibTeX XMLCite \textit{R. Sandberg}, Stat. Pap. 56, No. 4, 1115--1135 (2015; Zbl 1416.62469) Full Text: DOI
Albert, Mélisande; Bouret, Yann; Fromont, Magalie; Reynaud-Bouret, Patricia Bootstrap and permutation tests of independence for point processes. (English) Zbl 1327.62454 Ann. Stat. 43, No. 6, 2537-2564 (2015). MSC: 62M07 62F40 62E20 60G55 60F05 62P10 PDFBibTeX XMLCite \textit{M. Albert} et al., Ann. Stat. 43, No. 6, 2537--2564 (2015; Zbl 1327.62454) Full Text: DOI arXiv Euclid
Gouriéroux, Christian; Zakoïan, Jean-Michel On uniqueness of moving average representations of heavy-tailed stationary processes. (English) Zbl 1330.62330 J. Time Ser. Anal. 36, No. 6, 876-887 (2015). MSC: 62M07 PDFBibTeX XMLCite \textit{C. Gouriéroux} and \textit{J.-M. Zakoïan}, J. Time Ser. Anal. 36, No. 6, 876--887 (2015; Zbl 1330.62330) Full Text: DOI Link
Cavaliere, Giuseppe; Harvey, David I.; Leybourne, Stephen J.; Taylor, A. M. Robert Testing for unit roots under multiple possible trend breaks and non-stationary volatility using bootstrap minimum Dickey-Fuller statistics. (English) Zbl 1330.62329 J. Time Ser. Anal. 36, No. 5, 603-629 (2015). MSC: 62M07 62F40 PDFBibTeX XMLCite \textit{G. Cavaliere} et al., J. Time Ser. Anal. 36, No. 5, 603--629 (2015; Zbl 1330.62329) Full Text: DOI Link
Ninomiya, Yoshiyuki Change-point model selection via AIC. (English) Zbl 1440.62325 Ann. Inst. Stat. Math. 67, No. 5, 943-961 (2015). MSC: 62M07 62B10 62F12 62P10 PDFBibTeX XMLCite \textit{Y. Ninomiya}, Ann. Inst. Stat. Math. 67, No. 5, 943--961 (2015; Zbl 1440.62325) Full Text: DOI
Oh, Yujin; Kim, Yu-Seop Unit root tests in the presence of multi-variance break and level shifts that have power against the piecewise stationary alternative. (English) Zbl 1320.62195 Commun. Stat., Simulation Comput. 44, No. 6, 1465-1476 (2015). MSC: 62M07 62F03 62M10 PDFBibTeX XMLCite \textit{Y. Oh} and \textit{Y.-S. Kim}, Commun. Stat., Simulation Comput. 44, No. 6, 1465--1476 (2015; Zbl 1320.62195) Full Text: DOI
Psaradakis, Zacharias; Vávra, Marián A quantile-based test for symmetry of weakly dependent processes. (English) Zbl 1325.62159 J. Time Ser. Anal. 36, No. 4, 587-598 (2015). MSC: 62M07 60G10 62P05 PDFBibTeX XMLCite \textit{Z. Psaradakis} and \textit{M. Vávra}, J. Time Ser. Anal. 36, No. 4, 587--598 (2015; Zbl 1325.62159) Full Text: DOI