Pages that link to "Item:Q1043722"
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The following pages link to Break detection in the covariance structure of multivariate time series models (Q1043722):
Displayed 49 items.
- Inference for the autocovariance of a functional time series under conditional heteroscedasticity (Q91428) (← links)
- Robust online-surveillance of trend-coherence in multivariate data streams: the similar trend monitoring (STM) procedure (Q261021) (← links)
- Statistical inference in a random coefficient panel model (Q284298) (← links)
- On the application of new tests for structural changes on global minimum-variance portfolios (Q379943) (← links)
- Functional data analysis with increasing number of projections (Q392095) (← links)
- Testing for a change in covariance operator (Q394564) (← links)
- A test for parameter change in general causal time series using quasi-likelihood estimator (Q412603) (← links)
- Change-point analysis in increasing dimension (Q444964) (← links)
- Detecting changes in functional linear models (Q444989) (← links)
- Trimmed Granger causality between two groups of time series (Q470487) (← links)
- Monitoring test for stability of copula parameter in time series (Q488592) (← links)
- Change-point model selection via AIC (Q498057) (← links)
- Monitoring multivariate time series (Q511999) (← links)
- Berry-Esseen theorems under weak dependence (Q726800) (← links)
- Unsupervised interaction-preserving discretization of multivariate data (Q736501) (← links)
- Uniform change point tests in high dimension (Q892243) (← links)
- On the asymptotic normality of kernel estimators of the long run covariance of functional time series (Q901286) (← links)
- Extremes of weighted Brownian bridges in increasing dimension (Q907364) (← links)
- Weakly dependent functional data (Q973886) (← links)
- Dating multiple change points in the correlation matrix (Q1694371) (← links)
- A new fluctuation test for constant variances with applications to finance (Q1928381) (← links)
- Inference for modulated stationary processes (Q1940756) (← links)
- Consistency of minimum description length model selection for piecewise stationary time series models (Q1951119) (← links)
- Dependent functional data (Q1952694) (← links)
- Detecting gradual changes in locally stationary processes (Q2343960) (← links)
- The functional central limit theorem for the multivariate MS-ARMA-GARCH model (Q2345241) (← links)
- A general approach to the joint asymptotic analysis of statistics from sub-samples (Q2447093) (← links)
- \(M\)-procedures for detection of a change under weak dependence (Q2448799) (← links)
- Testing stationarity of functional time series (Q2512639) (← links)
- On functional limits of short- and long-memory linear processes with GARCH(1,1) noises (Q2512843) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- White noise testing and model diagnostic checking for functional time series (Q2630350) (← links)
- Monitoring procedure for parameter change in causal time series (Q2637611) (← links)
- ESTIMATION OF CHANGE-POINTS IN LINEAR AND NONLINEAR TIME SERIES MODELS (Q2801992) (← links)
- Detection of spatial change points in the mean and covariances of multivariate simultaneous autoregressive models (Q2829464) (← links)
- Structural breaks in time series (Q2852477) (← links)
- Inference for single and multiple change-points in time series (Q2864620) (← links)
- TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD (Q2890704) (← links)
- SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS (Q2909249) (← links)
- Testing for parameter constancy in general causal time-series models (Q2931597) (← links)
- On- and offline detection of structural breaks in thermal spraying processes (Q3179226) (← links)
- QML ESTIMATION OF A CLASS OF MULTIVARIATE ASYMMETRIC GARCH MODELS (Q3224041) (← links)
- Autoregressive Order Identification for VAR Models with Non Constant Variance (Q3462352) (← links)
- Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data (Q4911971) (← links)
- Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance (Q4975562) (← links)
- Estimation in Functional Lagged Regression (Q5256819) (← links)
- A GENERAL CLASS OF CUSUM STATISTICS (Q5358045) (← links)
- TESTING FOR CHANGES IN KENDALL’S TAU (Q5371153) (← links)
- Comments on: ``Extensions of some classical methods in change point analysis'' (Q5971367) (← links)