Pages that link to "Item:Q2931597"
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The following pages link to Testing for parameter constancy in general causal time-series models (Q2931597):
Displaying 11 items.
- Retrospective change detection for binary time series models (Q393542) (← links)
- A test for parameter change in general causal time series using quasi-likelihood estimator (Q412603) (← links)
- Efficient estimation for longitudinal data by combining large-dimensional moment conditions (Q491394) (← links)
- Inference for nonstationary time series of counts with application to change-point problems (Q2086285) (← links)
- On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations (Q2122814) (← links)
- Monitoring procedure for parameter change in causal time series (Q2637611) (← links)
- Strongly consistent model selection for general causal time series (Q2657997) (← links)
- Epidemic change-point detection in general causal time series (Q2667625) (← links)
- Testing for white noise against locally stationary alternatives (Q4969863) (← links)
- A general procedure for change-point detection in multivariate time series (Q6114842) (← links)
- A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection (Q6155083) (← links)
