The following pages link to Junmo Song (Q491687):
Displaying 17 items.
- Robust parameter change test for Poisson autoregressive models (Q491688) (← links)
- Minimum density power divergence estimator for GARCH models (Q619106) (← links)
- Test for parameter change in discretely observed diffusion processes (Q625303) (← links)
- Test for parameter change in ARMA models with GARCH innovations (Q947213) (← links)
- Robust estimation in stochastic frontier models (Q1658542) (← links)
- Parameter change tests for ARMA-GARCH models (Q1662169) (← links)
- Detecting structural breaks in realized volatility (Q1727922) (← links)
- Score test for parameter change in Poisson autoregressive models (Q1786737) (← links)
- Minimum density power divergence estimator for diffusion processes (Q1934487) (← links)
- Robust test for dispersion parameter change in discretely observed diffusion processes (Q2008123) (← links)
- Robust test for structural instability in dynamic factor models (Q2042290) (← links)
- Sequential change point test in the presence of outliers: the density power divergence based approach (Q2044423) (← links)
- A robust approach for testing parameter change in Poisson autoregressive models (Q2131967) (← links)
- Robust Estimation of Dispersion Parameter in Discretely Observed Diffusion Processes (Q2960521) (← links)
- Test for parameter change in the presence of outliers: the density power divergence-based approach (Q5065268) (← links)
- Sequential change point detection in ARMA-GARCH models (Q5107788) (← links)
- Normality test in random coefficient autoregressive models (Q6124770) (← links)
