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

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