Pages that link to "Item:Q1621241"
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The following pages link to Change point detection in SCOMDY models (Q1621241):
Displayed 4 items.
- Parameter change test for autoregressive conditional duration models (Q287530) (← links)
- Copula parameter change test for nonlinear AR models with nonlinear GARCH errors (Q1731361) (← links)
- Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
- Bivariate random coefficient integer‐valued autoregressive models: Parameter estimation and change point test (Q6135375) (← links)