Pages that link to "Item:Q1043722"
From MaRDI portal
The following pages link to Break detection in the covariance structure of multivariate time series models (Q1043722):
Displayed 18 items.
- On the application of new tests for structural changes on global minimum-variance portfolios (Q379943) (← links)
- Functional data analysis with increasing number of projections (Q392095) (← links)
- Testing for a change in covariance operator (Q394564) (← links)
- A test for parameter change in general causal time series using quasi-likelihood estimator (Q412603) (← links)
- Change-point analysis in increasing dimension (Q444964) (← links)
- Detecting changes in functional linear models (Q444989) (← links)
- Weakly dependent functional data (Q973886) (← links)
- A new fluctuation test for constant variances with applications to finance (Q1928381) (← links)
- Inference for modulated stationary processes (Q1940756) (← links)
- Consistency of minimum description length model selection for piecewise stationary time series models (Q1951119) (← links)
- Dependent functional data (Q1952694) (← links)
- Monitoring procedure for parameter change in causal time series (Q2637611) (← links)
- Structural breaks in time series (Q2852477) (← links)
- Inference for single and multiple change-points in time series (Q2864620) (← links)
- TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD (Q2890704) (← links)
- SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS (Q2909249) (← links)
- QML ESTIMATION OF A CLASS OF MULTIVARIATE ASYMMETRIC GARCH MODELS (Q3224041) (← links)
- Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data (Q4911971) (← links)