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Some Limit Theorems for Stationary Processes

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Testing for the Constancy of Parameters over Time

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A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models.

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A Maximal Inequality and Dependent Strong Laws

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A new test for structural stability in the linear regression model

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Testing a Sequence of Observations for a Shift in Location

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Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables

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Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes

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Testing for Structural Change in Dynamic Models

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Two Methods for Examining the Stability of Regression Coefficients

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Inference in Nonlinear Econometric Models with Structural Change

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SURVEY OF CLASSICAL AND BAYESIAN APPROACHES TO THE CHANGE-POINT PROBLEM: FIXED SAMPLE AND SEQUENTIAL PROCEDURES OF TESTING AND ESTIMATION11Research supported in part by ONR Contracts N00014-75-0725 at The George Washington University and N00014-81-K-0407 at SUNY-Binghamton.

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The Linear Regression Model Under Test

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