Pages that link to "Item:Q2890704"
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The following pages link to TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD (Q2890704):
Displayed 9 items.
- Fractional integration versus level shifts: the case of realized asset correlations (Q379926) (← links)
- On the application of new tests for structural changes on global minimum-variance portfolios (Q379943) (← links)
- Testing for a change in covariance operator (Q394564) (← links)
- Detecting changes in functional linear models (Q444989) (← links)
- A new fluctuation test for constant variances with applications to finance (Q1928381) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- Structural breaks in time series (Q2852477) (← links)
- CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns (Q2852493) (← links)
- Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data (Q4911971) (← links)