Pages that link to "Item:Q5305516"
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The following pages link to Estimation Mean Change-Point in ARCH Models with Heavy-Tailed Innovations (Q5305516):
Displayed 4 items.
- Subsampling tests for variance changes in the presence of autoregressive parameter shifts (Q604339) (← links)
- Modified tests for variance changes in autoregressive regression (Q632729) (← links)
- The spurious regression of AR(\(p\)) infinite-variance sequence in the presence of structural breaks (Q1615082) (← links)
- Structural Change Monitoring for Random Coefficient Autoregressive Time Series (Q5259144) (← links)