Location and scale-based CUSUM test with application to autoregressive models (Q5033423): Difference between revisions

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+A test for a change in a parameter occurring at an unknown point
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+Q4348180
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+Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
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+On the Cusum test for parameter changes in garch(1,1) Models
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+The Cusum Test for Parameter Change in Time Series Models
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+Testing for parameter constancy in GARCH\((p,q)\) models
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+Change detection in autoregressive time series
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+Parameter Change Test for Poisson Autoregressive Models
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+The Cusum Test for Parameter Change in Regression Models with ARCH Errors
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+PARAMETER CHANGE TEST FOR NONLINEAR TIME SERIES MODELS WITH GARCH TYPE ERRORS
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+On score vector- and residual-based CUSUM tests in ARMA-GARCH models
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+Modified residual CUSUM test for location-scale time series models with heteroscedasticity
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+Q4840212
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+Q5291733
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+ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS
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+Q5560061
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+Time series: theory and methods.
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+Q3060353
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+Testing for parameter stability in nonlinear autoregressive models
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+ESTIMATION OF CHANGE-POINTS IN LINEAR AND NONLINEAR TIME SERIES MODELS
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+On residual empirical processes of stochastic regression models with applications to time series
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