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A nonparametric model for analysis of the EURO bond market

, , , , , and . Journal of Economic Dynamics and Control, 27 (6): 1113--1131 (April 2003)

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Fourier Methods for Sequential Change Point Analysis in Autoregressive Models., , and . COMPSTAT, page 501-508. Physica-Verlag, (2010)On functional data analysis and related topics., , , and . J. Multivar. Anal., (2022)Robust monitoring of CAPM portfolio betas II., , , and . J. Multivar. Anal., (2014)Some asymptotic results for robust procedures for testing the constancy of regression models over time.. Kybernetika, 26 (5): 392-403 (1990)Bayesian-type estimators of change points, and . Journal of Statistical Planning and Inference, 91 (2): 195--208 (Dec 1, 2000)Book Review, , , , , , , , , and 11 other author(s). Statistics, 23 (3): 287--304 (1992)On the detection of changes in autoregressive time series I. Asymptotics, , and . Journal of Statistical Planning and Inference, 137 (4): 1243--1259 (Apr 1, 2007)Limit theorems for a class of tests of gradual changes, and . Journal of Statistical Planning and Inference, 89 (1-2): 57--77 (Aug 15, 2000)Limit theorems for kernel-type estimators for the time of change, , and . Journal of Statistical Planning and Inference, 89 (1-2): 25--56 (Aug 15, 2000)A note on studentized confidence intervals for the change-point., and . Comput. Stat., 25 (2): 269-289 (2010)