Pages that link to "Item:Q3625359"
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The following pages link to Application of the Generalized Likelihood Ratio Test for Detecting Changes in the Mean of Multivariate GARCH Processes (Q3625359):
Displayed 3 items.
- Maximum likelihood estimation of the change point in stationary state of auto regressive moving average (ARMA) models, using SVD-based smoothing (Q5039813) (← links)
- On the test of the volatility proxy model (Q5055216) (← links)
- Control charts for high-dimensional time series with estimated in-control parameters (Q6186408) (← links)