The following pages link to (Q3409059):
Displaying 17 items.
- On the online estimation of local constant volatilities (Q76074) (← links)
- Quality control for structural credit risk models (Q299230) (← links)
- Testing for a change in persistence in the presence of non-stationary volatility (Q299259) (← links)
- Adaptive estimation of vector autoregressive models with time-varying variance: application to testing linear causality in mean (Q452998) (← links)
- Monitoring multivariate time series (Q511999) (← links)
- Powerful tests for structural changes in volatility (Q528175) (← links)
- Modified procedures for change point monitoring in linear models (Q609076) (← links)
- Sequential monitoring of portfolio betas (Q725685) (← links)
- Strong approximation for the sums of squares of augmented GARCH sequences (Q850764) (← links)
- Sieve bootstrap monitoring for change from short to long memory (Q1668144) (← links)
- Monitoring the intraday volatility pattern (Q1695559) (← links)
- Modified tests for change points in variance in the possible presence of mean breaks (Q4960712) (← links)
- SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET (Q5071683) (← links)
- MOSUM monitoring for variance change in nonparametric regression models (Q5085041) (← links)
- Bootstrap procedures for variance breaks test in time series with a changing trend (Q5154101) (← links)
- Change points in heavy‐tailed multivariate time series: Methods using precision matrices (Q5213968) (← links)
- A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection (Q6155083) (← links)
