The following pages link to (Q4450672):
Displaying 9 items.
- Monitoring disruptions in financial markets (Q291846) (← links)
- Break detection in the covariance structure of multivariate time series models (Q1043722) (← links)
- SCOMDY models based on pair-copula constructions with application to exchange rates (Q1623548) (← links)
- Testing for parameter constancy in GARCH\((p,q)\) models (Q1767739) (← links)
- Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models (Q2700525) (← links)
- A GENERAL CLASS OF CUSUM STATISTICS (Q5358045) (← links)
- Robust parametric tests of constant conditional correlation in a MGARCH model (Q5862487) (← links)
- Cusums for tracking arbitrary functionals (Q6085832) (← links)
- Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach (Q6152637) (← links)
