Hölder convergence of autoregression residuals partial sum processes (Q736138): Difference between revisions

@@ Property / DOI @@
-.1007/s10986-008-9019-3
@@ Property / DOI: 10.1007/s10986-008-9019-3 / rank @@
-Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10986-008-9019-3
+Normal rank
@@ Property / OpenAlex ID @@
+W2095168682
@@ Property / OpenAlex ID: W2095168682 / rank @@
+Normal rank
@@ Property / cites work @@
+Sequential Procedures for Detecting Parameter Changes in a Time-Series Model
+Normal rank
@@ Property / cites work @@
+ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS
+Normal rank
@@ Property / cites work @@
+Q4493416
@@ Property / cites work: Q4493416 / rank @@
+Normal rank
@@ Property / cites work @@
+Change in autoregressive processes
@@ Property / cites work: Change in autoregressive processes / rank @@
+Normal rank
@@ Property / cites work @@
+Residual partial sum limit process for regression models with applications to detecting parameter changes at unknown times
+Normal rank
@@ Property / cites work @@
+Q4364000
@@ Property / cites work: Q4364000 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Cusum test for parameter changes in garch(1,1) Models
+Normal rank
@@ Property / cites work @@
+Testing for Structural Change in Dynamic Models
@@ Property / cites work: Testing for Structural Change in Dynamic Models / rank @@
+Normal rank
@@ Property / cites work @@
+On the residuals of autoregressive processes and polynomial regression
+Normal rank
@@ Property / cites work @@
+High moment partial sum processes of residuals in GARCH models and their applications
+Normal rank
@@ Property / cites work @@
+The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes
+Normal rank
@@ Property / cites work @@
+Testing and estimating change-points in time series
+Normal rank
@@ Property / cites work @@
+Hölderian invariance principle for triangular arrays of random variables
+Normal rank
@@ Property / cites work @@
+Necessary and sufficient condition for the functional central limit theorem in Hölder spaces
+Normal rank
@@ Property / cites work @@
+The Limiting Distribution of the Residual Processes in Nonstationary Autoregressive Processes
+Normal rank
@@ Property / cites work @@
+The effect of serial correlation on tests for parameter change at unknown time
+Normal rank
@@ Property / cites work @@
+High Moment Partial Sum Processes of Residuals in ARMA Models and their Applications
+Normal rank
@@ Property / DOI @@
+.1007/S10986-008-9019-3
@@ Property / DOI: 10.1007/S10986-008-9019-3 / rank @@
+Normal rank