We focus on a type of combined signals whose forms remain invariant under the autoregressive operators. To extract the true signal from the autoregressive noise
A number of statistical tests are proposed for the purpose of change-point detection in a general nonparametric regression model under mild conditions. New proo
Empirical estimates of power and Type I error can be misleading if a statistical test does not perform at the stated rejection level under the null hypothesis.
This paper proposes some additional moment conditions for the linear feedback model with explanatory variables being predetermined, which is proposed by [1] for