A CUSUM test for panel mean change detection (Q508105): Difference between revisions

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+Common breaks in means and variances for panel data
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+Testing For and Dating Common Breaks in Multivariate Time Series
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+An integrated heteroscedastic autoregressive model for forecasting realized volatilities
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+Change‐point detection in panel data
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+A CUSUM test for a long memory heterogeneous autoregressive model
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+A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model
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+Variance change-point detection in panel data models
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+Asymptotics for linear processes
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+Testing change in volatility using panel data
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+Forecasting the realized variance of the log-return of Korean won US dollar exchange rate addressing jumps both in stock-trading time and in overnight
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