Pages that link to "Item:Q1776876"
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The following pages link to Test for parameter change in stochastic processes based on conditional least-squares estimator (Q1776876):
Displayed 12 items.
- A test for parameter change in general causal time series using quasi-likelihood estimator (Q412603) (← links)
- Test for tail index change in stationary time series with Pareto-type marginal distribution (Q605861) (← links)
- Jump diffusion model with application to the Japanese stock market (Q929689) (← links)
- Moving estimates test with time varying bandwidth (Q996978) (← links)
- Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
- Modified residual CUSUM test for location-scale time series models with heteroscedasticity (Q2330526) (← links)
- Test for parameter change in diffusion processes by CUSUM statistics based on one-step estimators (Q2502150) (← links)
- Testing for parameter constancy in general causal time-series models (Q2931597) (← links)
- Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis (Q3077649) (← links)
- Parameter change test for periodic integer-valued autoregressive process (Q5077230) (← links)
- Test for Parameter Change in Linear Processes Based on Whittle's Estimator (Q5421563) (← links)
- A general procedure for change-point detection in multivariate time series (Q6114842) (← links)