Pages that link to "Item:Q1881411"
From MaRDI portal
The following pages link to On the cusum of squares test for variance change in nonstationary and nonparametric time series models (Q1881411):
Displayed 18 items.
- Modified procedures for change point monitoring in linear models (Q609076) (← links)
- A divergence test for autoregressive time series models (Q634835) (← links)
- Moving estimates test with time varying bandwidth (Q996978) (← links)
- Time-varying parameter auto-regressive models for autocovariance nonstationary time series (Q1042928) (← links)
- Randomised pseudolikelihood ratio change point estimator in GARCH models (Q1983368) (← links)
- Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
- A maximum entropy type test of fit: composite hypothesis case (Q2359457) (← links)
- Sequential Monitoring Variance Changes in Location Model (Q2807648) (← links)
- Maximum Entropy Test for Autoregressive Models (Q2950561) (← links)
- Monitoring Variance Change in Infinite Order Moving Average Processes and Nonstationary Autoregressive Processes (Q3006261) (← links)
- Modified tests for change points in variance in the possible presence of mean breaks (Q4960712) (← links)
- MOSUM monitoring for variance change in nonparametric regression models (Q5085041) (← links)
- Bootstrap procedures for variance breaks test in time series with a changing trend (Q5154101) (← links)
- Ratio tests for variance change in nonparametric regression (Q5169748) (← links)
- ASYMPTOTIC BEHAVIOR OF THE CUSUM OF SQUARES TEST UNDER STOCHASTIC AND DETERMINISTIC TIME TRENDS (Q5199502) (← links)
- CUMULATED SUM OF SQUARES STATISTICS FOR NONLINEAR AND NONSTATIONARY REGRESSIONS (Q5218424) (← links)
- A GENERAL CLASS OF CUSUM STATISTICS (Q5358045) (← links)
- The use of temporally aggregated data in modeling and testing a variance change in a time series (Q6073576) (← links)