Pages that link to "Item:Q4929183"
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The following pages link to On Testing Changes in Autoregressive Parameters of a VAR Model (Q4929183):
Displaying 3 items.
- Darling-Erdös-type test for change detection in parameters and variance for stationary VAR models (Q2980079) (← links)
- Change Point Detection with Multivariate Observations Based on Characteristic Functions (Q4609022) (← links)
- A general procedure for change-point detection in multivariate time series (Q6114842) (← links)