Pages that link to "Item:Q2501357"
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The following pages link to Test for parameter change based on the estimator minimizing density-based divergence meas\-ures (Q2501357):
Displaying 10 items.
- Minimum density power divergence estimator for GARCH models (Q619106) (← links)
- Two-sample homogeneity tests based on divergence measures (Q736593) (← links)
- Estimation of a tail index based on minimum density power divergence (Q957324) (← links)
- Minimum density power divergence estimator for diffusion processes (Q1934487) (← links)
- Sequential change point test in the presence of outliers: the density power divergence based approach (Q2044423) (← links)
- Modeling and inference for multivariate time series of counts based on the INGARCH scheme (Q2084059) (← links)
- Test for parameter change in the presence of outliers: the density power divergence-based approach (Q5065268) (← links)
- Robust estimation for the covariance matrix of multi-variate time series (Q5495693) (← links)
- Comments on: ``Extensions of some classical methods in change point analysis'' (Q5971366) (← links)
- A general procedure for change-point detection in multivariate time series (Q6114842) (← links)
