Pages that link to "Item:Q3646984"
From MaRDI portal
The following pages link to Structural Breaks in Financial Time Series (Q3646984):
Displayed 14 items.
- Segmenting mean-nonstationary time series via trending regressions (Q527952) (← links)
- Monitoring the intraday volatility pattern (Q1695559) (← links)
- A tail adaptive approach for change point detection (Q1755109) (← links)
- Change points detection and parameter estimation for multivariate time series (Q2153567) (← links)
- Multiple change point detection and validation in autoregressive time series data (Q2208378) (← links)
- A test for second-order stationarity of a time series based on the maximum of Anderson-Darling statistics (Q2242849) (← links)
- On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process (Q2326069) (← links)
- Structural breaks in time series (Q2852477) (← links)
- Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach (Q2868867) (← links)
- Testing for parameter stability in nonlinear autoregressive models (Q2931587) (← links)
- Forecasting with GARCH models under structural breaks: An approach based on combinations across estimation windows (Q5083880) (← links)
- Change points in heavy‐tailed multivariate time series: Methods using precision matrices (Q5213968) (← links)
- Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes (Q5495766) (← links)
- Structural breaks in panel data: Large number of panels and short length time series (Q5860947) (← links)