Pages that link to "Item:Q1928381"
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The following pages link to A new fluctuation test for constant variances with applications to finance (Q1928381):
Displayed 8 items.
- On the application of new tests for structural changes on global minimum-variance portfolios (Q379943) (← links)
- Testing for a change in covariance operator (Q394564) (← links)
- Fourier methods for analyzing piecewise constant volatilities (Q1622108) (← links)
- A residual-based multivariate constant correlation test (Q1669884) (← links)
- Jump robust daily covariance estimation by disentangling variance and correlation components (Q1927084) (← links)
- On- and offline detection of structural breaks in thermal spraying processes (Q3179226) (← links)
- Tests for Scale Changes Based on Pairwise Differences (Q5120672) (← links)
- Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series (Q5237526) (← links)