Pages that link to "Item:Q4668513"

The following pages link to The Cusum Test for Parameter Change in Regression Models with ARCH Errors (Q4668513):

Displaying 22 items.

• Modified procedures for change point monitoring in linear models (Q609076) (← links)
• Jump diffusion model with application to the Japanese stock market (Q929689) (← links)
• The monitoring test for the stability of regression models with nonstationary regressors (Q1046290) (← links)
• Change point detection in SCOMDY models (Q1621241) (← links)
• On change point test for ARMA-GARCH models: bootstrap approach (Q1747092) (← links)
• The CUSUM of squares test for the stability of regression models with non-stationary regressors (Q1934863) (← links)
• On CUSUM test for dynamic panel models (Q2059108) (← 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)
• CUSUM test for general nonlinear integer-valued GARCH models: comparison study (Q2330525) (← links)
• Modified residual CUSUM test for location-scale time series models with heteroscedasticity (Q2330526) (← links)
• The Bickel--Rosenblatt test for diffusion processes (Q2497811) (← links)
• Parameter Change Test for Poisson Autoregressive Models (Q2932778) (← links)
• THE LIMIT DISTRIBUTION OF THE CUSUM OF SQUARES TEST UNDER GENERAL MIXING CONDITIONS (Q3632401) (← 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)
• On residual CUSUM statistic for PINAR(1) model in statistical design and diagnostic of control chart (Q5082608) (← links)
• Residual-based CUSUM of squares test for Poisson integer-valued GARCH models (Q5107516) (← links)
• Tests for Volatility Shifts in Garch Against Long‐Range Dependence (Q5177968) (← links)
• Monitoring parameter change for time series models with application to location-Scale heteroscedastic models (Q5879914) (← links)
• Test for conditional quantile change in general conditional heteroscedastic time series models (Q6197124) (← links)