Pages that link to "Item:Q2344884"
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The following pages link to A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model (Q2344884):
Displaying 5 items.
- A CUSUM test for panel mean change detection (Q508105) (← links)
- An integrated heteroscedastic autoregressive model for forecasting realized volatilities (Q530371) (← links)
- Forecasting realized volatility: a review (Q1622112) (← links)
- Detecting structural breaks in realized volatility (Q1727922) (← links)
- Tests for structural breaks in memory parameters of long-memory heterogeneous autoregressive models (Q5075573) (← links)
