Jirak, Moritz Uniform change point tests in high dimension. (English) Zbl 1327.62467 Ann. Stat. 43, No. 6, 2451-2483 (2015). MSC: 62M10 62G32 60F05 60K35 PDFBibTeX XMLCite \textit{M. Jirak}, Ann. Stat. 43, No. 6, 2451--2483 (2015; Zbl 1327.62467) Full Text: DOI arXiv Euclid
Jirak, Moritz Change-point analysis in increasing dimension. (English) Zbl 1253.60028 J. Multivariate Anal. 111, 136-159 (2012). Reviewer: Josef Steinebach (Köln) MSC: 60F05 60F15 62M10 PDFBibTeX XMLCite \textit{M. Jirak}, J. Multivariate Anal. 111, 136--159 (2012; Zbl 1253.60028) Full Text: DOI
Li, Jing; Lee, Junsoo ADL tests for threshold cointegration. (English) Zbl 1226.60036 J. Time Ser. Anal. 31, No. 4, 241-254 (2010). MSC: 60F05 62M07 62M10 PDFBibTeX XMLCite \textit{J. Li} and \textit{J. Lee}, J. Time Ser. Anal. 31, No. 4, 241--254 (2010; Zbl 1226.60036) Full Text: DOI Link
Simos, Theodore The exact discrete model of a third-order system of linear stochastic differential equations with observable stochastic trends. (English) Zbl 1179.62137 Macroecon. Dyn. 13, No. 5, 656-672 (2009). MSC: 62M99 62P20 62M10 60H10 91B82 91B64 91B42 PDFBibTeX XMLCite \textit{T. Simos}, Macroecon. Dyn. 13, No. 5, 656--672 (2009; Zbl 1179.62137) Full Text: DOI
Berkes, István; Gombay, Edit; Horváth, Lajos Testing for changes in the covariance structure of linear processes. (English) Zbl 1159.62031 J. Stat. Plann. Inference 139, No. 6, 2044-2063 (2009). MSC: 62G10 62M10 62M07 60F17 62E20 65C05 PDFBibTeX XMLCite \textit{I. Berkes} et al., J. Stat. Plann. Inference 139, No. 6, 2044--2063 (2009; Zbl 1159.62031) Full Text: DOI
Wang, Gaowen; Mao, Wei-Lin Unit root testing in the presence of heavy-tailed GARCH errors. (English) Zbl 1337.62228 Aust. N. Z. J. Stat. 50, No. 3, 273-292 (2008). MSC: 62M07 62G10 60G10 PDFBibTeX XMLCite \textit{G. Wang} and \textit{W.-L. Mao}, Aust. N. Z. J. Stat. 50, No. 3, 273--292 (2008; Zbl 1337.62228) Full Text: DOI