Pages that link to "Item:Q291846"
From MaRDI portal
The following pages link to Monitoring disruptions in financial markets (Q291846):
Displaying 29 items.
- Quality control for structural credit risk models (Q299230) (← links)
- Delay times of sequential procedures for multiple time series regression models (Q302113) (← links)
- On the reaction time of moving sum detectors (Q433744) (← links)
- An ANOVA-type test for multiple change points (Q465641) (← links)
- Monitoring multivariate time series (Q511999) (← links)
- Modified procedures for change point monitoring in linear models (Q609076) (← links)
- Sequential monitoring of portfolio betas (Q725685) (← links)
- Sequential testing with uniformly distributed size (Q1669696) (← links)
- Modified sequential change point procedures based on estimating functions (Q1753154) (← links)
- A new fluctuation test for constant variances with applications to finance (Q1928381) (← links)
- Bootstrapping sequential change-point tests for linear regression (Q1936671) (← links)
- Monitoring changes in the error distribution of autoregressive models based on Fourier methods (Q1946878) (← links)
- Simultaneous inference for time-varying models (Q2116345) (← links)
- Monitoring parameter change in linear regression model based on the efficient score vector (Q2161716) (← links)
- Sequential testing for structural stability in approximate factor models (Q2186663) (← links)
- On the use of estimating functions in monitoring time series for change points (Q2344391) (← links)
- Reaction times of monitoring schemes for ARMA time series (Q2348744) (← links)
- Monitoring parameter changes for random coefficient autoregressive models (Q2511566) (← links)
- Monitoring parameter changes in RCA(\(p\)) models (Q2513794) (← links)
- Sequential Monitoring Variance Changes in Location Model (Q2807648) (← links)
- Sequential Monitoring for Changes in Models with a Polynomial Trend (Q2809595) (← links)
- ON-LINE MONITORING OF POLLUTION CONCENTRATIONS WITH AUTOREGRESSIVE MOVING AVERAGE TIME SERIES (Q2936572) (← links)
- Monitoring distributional changes of squared residuals in GARCH models (Q2980065) (← links)
- Monitoring Variance Change in Infinite Order Moving Average Processes and Nonstationary Autoregressive Processes (Q3006261) (← links)
- Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models (Q3161675) (← links)
- On the Performance of the Fluctuation Test for Structural Change (Q3518364) (← links)
- MOSUM monitoring for variance change in nonparametric regression models (Q5085041) (← links)
- Change points in heavy‐tailed multivariate time series: Methods using precision matrices (Q5213968) (← links)
- Bayesian modelling of time-varying conditional heteroscedasticity (Q6117927) (← links)
