Pages that link to "Item:Q4541704"

The following pages link to On the Cusum test for parameter changes in garch(1,1) Models (Q4541704):

Displaying 24 items.

• A test for parameter change in general causal time series using quasi-likelihood estimator (Q412603) (← links)
• Hölder convergence of autoregression residuals partial sum processes (Q736138) (← links)
• Estimation for the change point of volatility in a stochastic differential equation (Q765890) (← links)
• Test for parameter change in stochastic processes based on conditional least-squares estimator (Q1776876) (← links)
• On the cusum of squares test for variance change in nonstationary and nonparametric time series models (Q1881411) (← links)
• Randomised pseudolikelihood ratio change point estimator in GARCH models (Q1983368) (← links)
• Simultaneous inference for time-varying models (Q2116345) (← links)
• Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
• Test for conditional quantile change in GARCH models (Q2151594) (← links)
• On score vector- and residual-based CUSUM tests in ARMA-GARCH models (Q2324264) (← links)
• Modified residual CUSUM test for location-scale time series models with heteroscedasticity (Q2330526) (← links)
• High moment partial sum processes of residuals in GARCH models and their applications (Q2368858) (← links)
• Spurious regression due to neglected of non-stationary volatility (Q2403404) (← links)
• Testing for parameter constancy in general causal time-series models (Q2931597) (← links)
• Least Squares Volatility Change Point Estimation for Partially Observed Diffusion Processes (Q3526088) (← links)
• <i>U</i>-Statistic Based Modified Information Criterion for Change Point Problems (Q3532757) (← links)
• Modified tests for change points in variance in the possible presence of mean breaks (Q4960712) (← links)
• Location and scale-based CUSUM test with application to autoregressive models (Q5033423) (← links)
• Метод обнаружения структурного сдвига в модели авторегрессионной условной гетероскедастичности: случай распределения Стьюдента (Q5059866) (← links)
• Bootstrap procedures for variance breaks test in time series with a changing trend (Q5154101) (← links)
• SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS (Q5314884) (← links)
• Monitoring parameter change for time series models with application to location-Scale heteroscedastic models (Q5879914) (← links)
• Bayesian modelling of time-varying conditional heteroscedasticity (Q6117927) (← links)
• Test for conditional quantile change in general conditional heteroscedastic time series models (Q6197124) (← links)