Pages that link to "Item:Q2852493"
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The following pages link to CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns (Q2852493):
Displaying 4 items.
- Spillover dynamics for systemic risk measurement using spatial financial time series models (Q337776) (← links)
- Testing for structural breaks in factor copula models (Q1739863) (← links)
- Relevant change points in high dimensional time series (Q1786570) (← links)
- On- and offline detection of structural breaks in thermal spraying processes (Q3179226) (← links)
