Pages that link to "Item:Q1881237"

The following pages link to Strong approximation for RCA(1) time series with applications (Q1881237):

Displaying 9 items.

• Strong approximations and sequential change-point analysis for diffusion processes (Q419152) (← links)
• RCA models with GARCH innovations (Q1027477) (← links)
• Properties of a new family of volatility sign models (Q2458502) (← links)
• Testing for parameter stability in \(RCA(1)\) time series (Q2498758) (← links)
• Monitoring parameter changes in RCA(\(p\)) models (Q2513794) (← links)
• Monitoring Changes in RCA Models (Q2833367) (← links)
• Monitoring Variance Change in Infinite Order Moving Average Processes and Nonstationary Autoregressive Processes (Q3006261) (← links)
• Derivation of Kurtosis and Option Pricing Formulas for Popular Volatility Models with Applications in Finance (Q3518490) (← links)
• Structural Change Monitoring for Random Coefficient Autoregressive Time Series (Q5259144) (← links)