Pages that link to "Item:Q2324264"

The following pages link to On score vector- and residual-based CUSUM tests in ARMA-GARCH models (Q2324264):

Displaying 10 items.

• On CUSUM test for dynamic panel models (Q2059108) (← links)
• The CUSUM statistic of change point under NA sequences (Q2076705) (← links)
• Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
• Test for conditional quantile change in GARCH models (Q2151594) (← links)
• CUSUM test for general nonlinear integer-valued GARCH models: comparison study (Q2330525) (← links)
• Location and scale-based CUSUM test with application to autoregressive models (Q5033423) (← links)
• The asymptotic distribution of CUSUM estimator based on <i>α</i>-mixing sequences (Q5042194) (← links)
• Test for conditional quantile change in general conditional heteroscedastic time series models (Q6197124) (← links)
• Sequential change-point detection in time series models with conditional heteroscedasticity (Q6498751) (← links)
• Parameter change test for location-scale time series models with heteroscedasticity based on bootstrap (Q6574635) (← links)