Abril, Juan Carlos Outliers, structural shifts and heavy-tailed distributions in state space time series models. (English) Zbl 1128.62371 Pakistan J. Stat. 18, No. 1, 25-43 (2002). MSC: 62M10 62M20 PDFBibTeX XMLCite \textit{J. C. Abril}, Pak. J. Stat. 18, No. 1, 25--43 (2002; Zbl 1128.62371)
Ng, Serena; Vogelsang, Timothy J. Analysis of vector autoregressions in the presence of shifts in mean. (English) Zbl 1033.62084 Econom. Rev. 21, No. 3, 353-381 (2002). MSC: 62M10 PDFBibTeX XMLCite \textit{S. Ng} and \textit{T. J. Vogelsang}, Econom. Rev. 21, No. 3, 353--381 (2002; Zbl 1033.62084) Full Text: DOI
Cook, Steven Correcting size distortion of the Dickey–Fuller test via recursive mean adjustment. (English) Zbl 1092.62582 Stat. Probab. Lett. 60, No. 1, 75-79 (2002). MSC: 62M10 PDFBibTeX XMLCite \textit{S. Cook}, Stat. Probab. Lett. 60, No. 1, 75--79 (2002; Zbl 1092.62582) Full Text: DOI
Brooks, Chris; Rew, Alistair G. Testing for a unit root in a process exhibiting a structural break in the presence of GARCH errors. (English) Zbl 1037.62084 Comput. Econ. 20, No. 3, 157-176 (2002). MSC: 62M10 62P05 PDFBibTeX XMLCite \textit{C. Brooks} and \textit{A. G. Rew}, Comput. Econ. 20, No. 3, 157--176 (2002; Zbl 1037.62084) Full Text: DOI
Kurozumi, Eiji Testing for stationarity with a break. (English) Zbl 1020.62078 J. Econom. 108, No. 1, 63-99 (2002). MSC: 62M10 62F03 62J05 62E20 62H15 62P20 PDFBibTeX XMLCite \textit{E. Kurozumi}, J. Econom. 108, No. 1, 63--99 (2002; Zbl 1020.62078) Full Text: DOI
Asano, Miyoko; Tsubaki, Hiroe; Yoshizawa, Tadashi Effectiveness of neural networks to regression with structural changes. (English) Zbl 1007.62031 Appl. Stoch. Models Bus. Ind. 18, No. 3, 189-195 (2002). Reviewer: A.D.Borisenko (Kyïv) MSC: 62G08 62M45 62M10 62P20 PDFBibTeX XMLCite \textit{M. Asano} et al., Appl. Stoch. Models Bus. Ind. 18, No. 3, 189--195 (2002; Zbl 1007.62031) Full Text: DOI
Tay, Francis E. H.; Cao, L. J. \(\varepsilon\)-descending support vector machines for financial time series forecasting. (English) Zbl 1008.68745 Neural Process. Lett. 15, No. 2, 179-195 (2002). MSC: 68U99 68T05 PDFBibTeX XMLCite \textit{F. E. H. Tay} and \textit{L. J. Cao}, Neural Process. Lett. 15, No. 2, 179--195 (2002; Zbl 1008.68745) Full Text: DOI
Kim, Tae-Hwan; Leybourne, Stephen; Newbold, Paul Unit root tests with a break in innovation variance. (English) Zbl 1043.62107 J. Econom. 109, No. 2, 365-387 (2002). MSC: 62P20 62M10 PDFBibTeX XMLCite \textit{T.-H. Kim} et al., J. Econom. 109, No. 2, 365--387 (2002; Zbl 1043.62107) Full Text: DOI
Gil-Alana, Luis A. A mean shift break in the US interest rate. (English) Zbl 1158.91465 Econ. Lett. 77, No. 3, 357-363 (2002). MSC: 91B84 91B74 26A33 PDFBibTeX XMLCite \textit{L. A. Gil-Alana}, Econ. Lett. 77, No. 3, 357--363 (2002; Zbl 1158.91465) Full Text: DOI
Tay, Francis E. H.; Cao, L. J. Modified support vector machines in financial time series forecasting. (English) Zbl 1006.68777 Neurocomputing 48, No. 1-4, 847-861 (2002). MSC: 68U99 68T05 PDFBibTeX XMLCite \textit{F. E. H. Tay} and \textit{L. J. Cao}, Neurocomputing 48, No. 1--4, 847--861 (2002; Zbl 1006.68777) Full Text: DOI
Steland, Ansgar Nonparametric monitoring of financial time series by jump-preserving control charts. (English) Zbl 1003.62090 Stat. Pap. 43, No. 3, 401-422 (2002). MSC: 62P05 62G99 62M10 91B84 PDFBibTeX XMLCite \textit{A. Steland}, Stat. Pap. 43, No. 3, 401--422 (2002; Zbl 1003.62090) Full Text: DOI
Gil-Alana, Luis A. Structural breaks and fractional integration in the US output and unemployment rate. (English) Zbl 1168.91494 Econ. Lett. 77, No. 1, 79-84 (2002). MSC: 91B84 91B82 62E20 PDFBibTeX XMLCite \textit{L. A. Gil-Alana}, Econ. Lett. 77, No. 1, 79--84 (2002; Zbl 1168.91494) Full Text: DOI
Psaradakis, Zacharias On the asymptotic behaviour of unit-root tests in the presence of a Markov trend. (English) Zbl 0996.62083 Stat. Probab. Lett. 57, No. 1, 101-109 (2002). MSC: 62M10 62M02 PDFBibTeX XMLCite \textit{Z. Psaradakis}, Stat. Probab. Lett. 57, No. 1, 101--109 (2002; Zbl 0996.62083) Full Text: DOI
Harvey, David I.; Leybourne, Stephen J.; Newbold, Paul Seasonal unit root tests with seasonal mean shifts. (English) Zbl 1031.62072 Econ. Lett. 76, No. 2, 295-302 (2002). MSC: 62M10 62F03 91B84 PDFBibTeX XMLCite \textit{D. I. Harvey} et al., Econ. Lett. 76, No. 2, 295--302 (2002; Zbl 1031.62072) Full Text: DOI
Lanne, Markku; Lütkepohl, Helmut Unit root tests for time series with level shifts: a comparison of different proposals. (English) Zbl 1131.91378 Econ. Lett. 75, No. 1, 109-114 (2002). MSC: 91B84 62M10 PDFBibTeX XMLCite \textit{M. Lanne} and \textit{H. Lütkepohl}, Econ. Lett. 75, No. 1, 109--114 (2002; Zbl 1131.91378) Full Text: DOI