Pages that link to "Item:Q5285831"
From MaRDI portal
The following pages link to ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS (Q5285831):
Displaying 22 items.
- Hölder convergence of autoregression residuals partial sum processes (Q736138) (← links)
- On the detection of changes in autoregressive time series. I: Asymptotics. (Q872083) (← links)
- Partial sums of lagged cross-products of AR residuals and a test for white noise (Q1019485) (← links)
- Effect of dependence on statistics for determination of change (Q1361628) (← links)
- Serial rank statistics for detection of changes. (Q1424484) (← links)
- Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors (Q1807062) (← links)
- Weak convergence of the sequential empirical processes of residuals in nonstationary autoregressive models (Q1807086) (← links)
- On the asymptotics of residuals in autoregressive moving average processes with one autoregressive unit root (Q1916215) (← links)
- Monitoring changes in the error distribution of autoregressive models based on Fourier methods (Q1946878) (← links)
- Autocovariance estimation in the presence of changepoints (Q2111950) (← links)
- A comparison of single and multiple changepoint techniques for time series data (Q2129576) (← links)
- Test for conditional quantile change in GARCH models (Q2151594) (← links)
- On partial-sum processes of ARMAX residuals (Q2284371) (← links)
- Reaction times of monitoring schemes for ARMA time series (Q2348744) (← links)
- Covariance changes detection in multivariate time series (Q2433827) (← links)
- On functional limits of short- and long-memory linear processes with GARCH(1,1) noises (Q2512843) (← links)
- A quasi-Bayesian change point detection with exchangeable weights (Q2676909) (← links)
- Structural breaks in time series (Q2852477) (← links)
- Testing for parameter constancy in general causal time-series models (Q2931597) (← links)
- ON-LINE MONITORING OF POLLUTION CONCENTRATIONS WITH AUTOREGRESSIVE MOVING AVERAGE TIME SERIES (Q2936572) (← links)
- Changepoints in times series of counts (Q5397949) (← links)
- Mean shift testing in correlated data (Q5495695) (← links)
