Pages that link to "Item:Q2330526"
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The following pages link to Modified residual CUSUM test for location-scale time series models with heteroscedasticity (Q2330526):
Displayed 13 items.
- On CUSUM test for dynamic panel models (Q2059108) (← 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)
- Real-time detection of a change-point in a linear expectile model (Q2165847) (← 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)
- Risk measurement for conditionally heteroscedastic location-scale time series models with ASTD and AEPD innovations (Q5083339) (← links)
- Residual-based CUSUM of squares test for Poisson integer-valued GARCH models (Q5107516) (← links)
- Monitoring parameter change for time series models with application to location-Scale heteroscedastic models (Q5879914) (← links)
- Change point test for structural vector autoregressive model via independent component analysis (Q6074149) (← links)
- Exponential family QMLE-based CUSUM test for integer-valued time series (Q6116981) (← links)
- Conditional quantile change test for time series based on support vector regression (Q6141736) (← links)
- Test for conditional quantile change in general conditional heteroscedastic time series models (Q6197124) (← links)