The following pages link to Okyoung Na (Q458108):
Displaying 14 items.
- Constancy test for FARIMA long memory processes (Q458109) (← links)
- Monitoring test for stability of copula parameter in time series (Q488592) (← links)
- Generalized information criterion for the AR model (Q508120) (← links)
- Tuning parameter selection for the adaptive LASSO in the autoregressive model (Q526980) (← links)
- Monitoring parameter change in time series models (Q719010) (← links)
- Moving estimates test with time varying bandwidth (Q996978) (← links)
- Change point detection in SCOMDY models (Q1621241) (← 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)
- Test for parameter change based on the estimator minimizing density-based divergence meas\-ures (Q2501357) (← links)
- Monitoring parameter changes for random coefficient autoregressive models (Q2511566) (← links)
- Monitoring Distributional Changes in Autoregressive Models (Q3645021) (← links)
- The Cusum Test for Parameter Change in Time Series Models (Q4828219) (← links)
- Change point detection in copula ARMA–GARCH Models (Q5397933) (← links)