Pages that link to "Item:Q1414624"
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The following pages link to Strong rules for detecting the number of breaks in a time series (Q1414624):
Displayed 8 items.
- Deciding between GARCH and stochastic volatility via strong decision rules (Q1044073) (← links)
- Estimation and model selection based inference in single and multiple threshold models. (Q1858974) (← links)
- Least squares estimation and tests of breaks in mean and variance under misspecification (Q3156185) (← links)
- Generic consistency of the break-point estimators under specification errors in a multiple-break model (Q3521276) (← links)
- Bayes Estimation of Shift Point in Normal Sequence and Its Application to Statistical Process Control (Q3622070) (← links)
- Bounds for inference with nuisance parameters present only under the alternative (Q4416025) (← links)
- Interaction between stock indices <i>via</i> changepoint analysis (Q5430327) (← links)
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION (Q5697622) (← links)