Pages that link to "Item:Q3552855"

The following pages link to Break Detection for a Class of Nonlinear Time Series Models (Q3552855):

Displayed 8 items.

• Break detection in the covariance structure of multivariate time series models (Q1043722) ‎ (← links)
• Multiple breaks detection in general causal time series using penalized quasi-likelihood (Q1950823) ‎ (← links)
• Consistency of minimum description length model selection for piecewise stationary time series models (Q1951119) ‎ (← links)
• Monitoring procedure for parameter change in causal time series (Q2637611) ‎ (← links)
• Inference for single and multiple change-points in time series (Q2864620) ‎ (← links)
• Thick Pen Transformation for Time Series (Q3100683) ‎ (← links)
• Piecewise FARIMA models for long-memory time series (Q5300822) ‎ (← links)
• Heteroscedasticity and Autocorrelation Robust Structural Change Detection (Q5327300) ‎ (← links)