Delay times of sequential procedures for multiple time series regression models (Q302113): Difference between revisions

@@ Property / cites work @@
+Monitoring disruptions in financial markets
@@ Property / cites work: Monitoring disruptions in financial markets / rank @@
+Normal rank
@@ Property / cites work @@
+Tests for Parameter Instability and Structural Change With Unknown Change Point
+Normal rank
@@ Property / cites work @@
+Strong approximation for the sums of squares of augmented GARCH sequences
+Normal rank
@@ Property / cites work @@
+Delay time in sequential detection of change
@@ Property / cites work: Delay time in sequential detection of change / rank @@
+Normal rank
@@ Property / cites work @@
+Change‐point monitoring in linear models
@@ Property / cites work: Change‐point monitoring in linear models / rank @@
+Normal rank
@@ Property / cites work @@
+Monitoring shifts in mean: asymptotic normality of stopping times
+Normal rank
@@ Property / cites work @@
+Likelihood ratio tests for multiple structural changes
+Normal rank
@@ Property / cites work @@
+Estimating and Testing Linear Models with Multiple Structural Changes
+Normal rank
@@ Property / cites work @@
+Detecting changes in signals and systems - a survey
+Normal rank
@@ Property / cites work @@
+SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+A priori estimates in problems of ``change-points'' of a random sequence.
+Normal rank
@@ Property / cites work @@
+An approach to the probability distribution of cusum run length
+Normal rank
@@ Property / cites work @@
+Q4082864
@@ Property / cites work: Q4082864 / rank @@
+Normal rank
@@ Property / cites work @@
+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
+Normal rank
@@ Property / cites work @@
+Estimation and comparison of multiple change-point models
+Normal rank
@@ Property / cites work @@
+MOSUM tests for parameter constancy
@@ Property / cites work: MOSUM tests for parameter constancy / rank @@
+Normal rank
@@ Property / cites work @@
+Monitoring Structural Change
@@ Property / cites work: Monitoring Structural Change / rank @@
+Normal rank
@@ Property / cites work @@
+Q4348180
@@ Property / cites work: Q4348180 / rank @@
+Normal rank
@@ Property / cites work @@
+Augmented GARCH\((p,q)\) process and its diffusion limit
+Normal rank
@@ Property / cites work @@
+Q3911791
@@ Property / cites work: Q3911791 / rank @@
+Normal rank
@@ Property / cites work @@
+Rational-expectations econometric analysis of changes in regime. An investigation of the term structure of interest rates
+Normal rank
@@ Property / cites work @@
+Monitoring changes in linear models
@@ Property / cites work: Monitoring changes in linear models / rank @@
+Normal rank
@@ Property / cites work @@
+On the Performance of the Fluctuation Test for Structural Change
+Normal rank
@@ Property / cites work @@
+On the detection of changes in autoregressive time series. I: Asymptotics.
+Normal rank
@@ Property / cites work @@
+Q2739217
@@ Property / cites work: Q2739217 / rank @@
+Normal rank
@@ Property / cites work @@
+MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST
+Normal rank
@@ Property / cites work @@
+Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models
+Normal rank
@@ Property / cites work @@
+Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors
+Normal rank
@@ Property / cites work @@
+NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE  GARCH(<i>r</i>,<i>s</i>) AND ASYMMETRIC POWER  GARCH(<i>r</i>,<i>s</i>) MODELS
+Normal rank
@@ Property / cites work @@
+CONTINUOUS INSPECTION SCHEMES
@@ Property / cites work: CONTINUOUS INSPECTION SCHEMES / rank @@
+Normal rank
@@ Property / cites work @@
+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
+Normal rank
@@ Property / cites work @@
+Further evidence on breaking trend functions in macroeconomic variables
+Normal rank
@@ Property / cites work @@
+Forecasting Time Series Subject to Multiple Structural Breaks
+Normal rank
@@ Property / cites work @@
+Selection of estimation window in the presence of breaks
+Normal rank
@@ Property / cites work @@
+Q4327561
@@ Property / cites work: Q4327561 / rank @@
+Normal rank
@@ Property / cites work @@
+The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
+Normal rank
@@ Property / cites work @@
+Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
+Normal rank
@@ Property / cites work @@
+Using the generalized likelihood ratio statistic for sequential detection of a change-point
+Normal rank
@@ Property / cites work @@
+Analysis of Financial Time Series
@@ Property / cites work: Analysis of Financial Time Series / rank @@
+Normal rank