Pages that link to "Item:Q2909249"
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The following pages link to SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS (Q2909249):
Displaying 21 items.
- Robust monitoring of CAPM portfolio betas. II (Q458632) (← links)
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
- Monitoring multivariate time series (Q511999) (← links)
- Sequential monitoring of portfolio betas (Q725685) (← links)
- Sequential monitoring of the tail behavior of dependent data (Q729715) (← links)
- Modified sequential change point procedures based on estimating functions (Q1753154) (← links)
- A novel change-point approach for the detection of gas emission sources using remotely contained concentration data (Q2044250) (← links)
- Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions (Q2044321) (← links)
- Anomaly detection: a functional analysis perspective (Q2078552) (← links)
- Sequential change point detection in high dimensional time series (Q2154962) (← links)
- Sequential testing for structural stability in approximate factor models (Q2186663) (← links)
- Nonparametric test for a constant beta between Itô semi-martingales based on high-frequency data (Q2347453) (← links)
- A FUNCTIONAL VERSION OF THE ARCH MODEL (Q2847583) (← links)
- Structural breaks in time series (Q2852477) (← links)
- TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES (Q2937715) (← links)
- A new approach for open‐end sequential change point monitoring (Q4997687) (← links)
- SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET (Q5071683) (← links)
- Adaptive Change Point Monitoring for High-Dimensional Data (Q5089460) (← links)
- A Likelihood Ratio Approach to Sequential Change Point Detection for a General Class of Parameters (Q5120674) (← links)
- Page's sequential procedure for change-point detection in time series regression (Q5263973) (← links)
- Detecting at‐Most‐m Changes in Linear Regression Models (Q5283411) (← links)
