TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD (Q2890704): Difference between revisions

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+Range vs. maximum in the OLS-based version of the CUSUM test
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+K-Sample Analogues of the Kolmogorov-Smirnov and Cramer-V. Mises Tests
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+TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES
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+Normal rank
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+GARCH (1,1) processes are near epoch dependent
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+Normal rank
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+Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices
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+The sample autocorrelations of heavy-tailed processes with applications to ARCH
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+Stochastic Limit Theory
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+Normal rank
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+Covariance changes detection in multivariate time series
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+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
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+Break detection in the covariance structure of multivariate time series models
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+A Conditional Kolmogorov Test
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+Asymptotic Statistics
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+Normal rank
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+Sample Cross-correlations for Moving Averages with Regularly Varying Tails
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+A new test for structural stability in the linear regression model
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+The Cusum Test with Ols Residuals
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+Normal rank
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+METHODS OF STATISTICAL ANALYSIS APPROPRIATE FOR k SAMPLES OF TWO VARIABLES
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+GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION
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