Pages that link to "Item:Q1662169"
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The following pages link to Parameter change tests for ARMA-GARCH models (Q1662169):
Displayed 7 items.
- An exploratory analysis approach for understanding variation in stochastic textured surfaces (Q107444) (← links)
- Detecting structural breaks in realized volatility (Q1727922) (← links)
- Robust test for dispersion parameter change in discretely observed diffusion processes (Q2008123) (← links)
- A robust approach for testing parameter change in Poisson autoregressive models (Q2131967) (← links)
- Test for parameter change in the presence of outliers: the density power divergence-based approach (Q5065268) (← links)
- A Bayesian inference for time series via copula-based Markov chain models (Q5083906) (← links)
- Sequential change point detection in ARMA-GARCH models (Q5107788) (← links)