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Cheuk Hin Cheng & Kin Wai Chan. (2023) A General Framework for Constructing Locally Self-Normalized Multiple-Change-Point Tests. Journal of Business & Economic Statistics 0:0, pages 1-13.
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Federico Belotti, Alessandro Casini, Leopoldo Catania, Stefano Grassi & Pierre Perron. (2023) Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings. Econometric Reviews 42:3, pages 281-306.
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Alessandro Casini. (2023) Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models. Journal of Econometrics 235:2, pages 372-392.
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Colin Gallagher, Rebecca Killick, Robert Lund & Xueheng Shi. (2022) Autocovariance estimation in the presence of changepoints. Journal of the Korean Statistical Society 51:4, pages 1021-1040.
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Haeran Cho & Claudia Kirch. (2021) Two-stage data segmentation permitting multiscale change points, heavy tails and dependence. Annals of the Institute of Statistical Mathematics 74:4, pages 653-684.
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Kin Wai Chan. (2022) Optimal difference-based variance estimators in time series: A general framework. The Annals of Statistics 50:3.
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