Test for conditional quantile change in GARCH models (Q2151594): Difference between revisions

@@ Property / cites work @@
+ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS
+Normal rank
@@ Property / cites work @@
+Testing for parameter constancy in GARCH\((p,q)\) models
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3321260
@@ Property / cites work: Q3321260 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Strict stationarity of generalized autoregressive processes
+Normal rank
@@ Property / cites work @@
+Parametric Statistical Change Point Analysis
@@ Property / cites work: Parametric Statistical Change Point Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Real time change-point detection in a nonlinear quantile model
+Normal rank
@@ Property / cites work @@
+Q4348180
@@ Property / cites work: Q4348180 / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Change detection in autoregressive time series
@@ Property / cites work: Change detection in autoregressive time series / rank @@
+Normal rank
@@ Property / cites work @@
+Q3911791
@@ Property / cites work: Q3911791 / rank @@
+Normal rank
@@ Property / cites work @@
+Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
+Normal rank
@@ Property / cites work @@
+Nonlinear expectile regression with application to value-at-risk and expected shortfall estimation
+Normal rank
@@ Property / cites work @@
+On the Cusum test for parameter changes in garch(1,1) Models
+Normal rank
@@ Property / cites work @@
+Testing for parameter stability in nonlinear autoregressive models
+Normal rank
@@ Property / cites work @@
+Regression Quantiles
@@ Property / cites work: Regression Quantiles / rank @@
+Normal rank
@@ Property / cites work @@
+Weighted empirical processes in dynamic nonlinear models.
+Normal rank
@@ Property / cites work @@
+The Cusum Test for Parameter Change in Time Series Models
+Normal rank
@@ Property / cites work @@
+Quantile Regression Estimator for GARCH Models
@@ Property / cites work: Quantile Regression Estimator for GARCH Models / rank @@
+Normal rank
@@ Property / cites work @@
+The Cusum Test for Parameter Change in Regression Models with ARCH Errors
+Normal rank
@@ Property / cites work @@
+On residual empirical processes of stochastic regression models with applications to time series
+Normal rank
@@ Property / cites work @@
+Quantile Regression for Location‐Scale Time Series Models with Conditional Heteroscedasticity
+Normal rank
@@ Property / cites work @@
+On score vector- and residual-based CUSUM tests in ARMA-GARCH models
+Normal rank
@@ Property / cites work @@
+Modified residual CUSUM test for location-scale time series models with heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Estimating structural changes in regression quantiles
+Normal rank
@@ Property / cites work @@
+A test for a change in a parameter occurring at an unknown point
+Normal rank
@@ Property / cites work @@
+Testing for structural change in regression quantiles
+Normal rank
@@ Property / cites work @@
+Testing for parameter stability in quantile regression models
+Normal rank
@@ Property / cites work @@
+Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models
+Normal rank
@@ Property / cites work @@
+Sequential change point detection in linear quantile regression models
+Normal rank