Pages that link to "Item:Q2324264"
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The following pages link to On score vector- and residual-based CUSUM tests in ARMA-GARCH models (Q2324264):
Displayed 8 items.
- On CUSUM test for dynamic panel models (Q2059108) (← links)
- The CUSUM statistic of change point under NA sequences (Q2076705) (← links)
- Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
- Test for conditional quantile change in GARCH models (Q2151594) (← links)
- CUSUM test for general nonlinear integer-valued GARCH models: comparison study (Q2330525) (← links)
- Location and scale-based CUSUM test with application to autoregressive models (Q5033423) (← links)
- The asymptotic distribution of CUSUM estimator based on <i>α</i>-mixing sequences (Q5042194) (← links)
- Test for conditional quantile change in general conditional heteroscedastic time series models (Q6197124) (← links)