Monitoring parameter change in time series models (Q719010): Difference between revisions

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+https://doi.org/10.1007/s10260-011-0162-3
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+W1975207035
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+Weak convergence of the sequential empirical processes of residuals in ARMA models
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+SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
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+β-mixing and moment properties of RCA models with application to GARCH(p,q)
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+Monitoring Structural Change
@@ Property / cites work: Monitoring Structural Change / rank @@
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+Q3667777
@@ Property / cites work: Q3667777 / rank @@
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+Q4348180
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+Q4410074
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+On strong invariance principles under dependence assumptions
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+Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
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+Monitoring changes in linear models
@@ Property / cites work: Monitoring changes in linear models / rank @@
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+Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
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+Almost sure invariance principles for partial sums of mixing B-valued random variables
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+The Cusum Test for Parameter Change in Time Series Models
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+Test for parameter change in diffusion processes by CUSUM statistics based on one-step estimators
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+MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST
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+On studentizing a test for structural change
@@ Property / cites work: On studentizing a test for structural change / rank @@
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+The effect of serial correlation on tests for parameter change at unknown time
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+Publication:719010