Testing for changes in autocovariances of nonparametric time series models

Mathematics

• Time Series Models 86%
• Nonparametric Model 85%
• Test Statistic 66%
• Change-point Analysis 58%
• Testing 54%
• Change-point Problem 53%
• Interest Rates 48%
• Time Series Data 46%
• Cumulative Sum 45%
• Weighted Sums 40%
• Partial Sums 39%
• Uniform convergence 38%
• Trends 37%
• Quadratic form 35%
• Asymptotic distribution 33%
• Simulation 24%
• Performance 22%

Business & Economics

• Test Statistic 81%
• Time Series Models 80%
• Change-point Analysis 64%
• Testing 64%
• Interest Rates 55%
• Change Point 50%
• Cumulative Sum 50%
• Time Trends 47%
• Asymptotic Distribution 44%
• Mean-variance 39%
• Time Series Data 36%
• Simulation 25%
• Performance 14%

Engineering & Materials Science

• Time series 66%
• Statistics 57%
• Testing 39%