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Citation(s) in RCA

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For: Li X, Zhao Z. Testing for changes in autocovariances of nonparametric time series models. J Stat Plan Inference 2013;143:237-250. [PMID: 23243334 DOI: 10.1016/j.jspi.2012.07.012] [Citation(s) in RCA: 5] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/16/2022]
Number Cited by Other Article(s)
1
Mies F. Functional Estimation and Change Detection for Nonstationary Time Series. J Am Stat Assoc 2021. [DOI: 10.1080/01621459.2021.1969239] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/20/2022]
2
Steland A. Testing and estimating change-points in the covariance matrix of a high-dimensional time series. J MULTIVARIATE ANAL 2020. [DOI: 10.1016/j.jmva.2019.104582] [Citation(s) in RCA: 7] [Impact Index Per Article: 1.8] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/28/2022]
3
Li X, Zhao Z. A time varying approach to the stock return–inflation puzzle. J R Stat Soc Ser C Appl Stat 2019. [DOI: 10.1111/rssc.12372] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/27/2022]
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