Pages that link to "Item:Q649099"
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The following pages link to Change point test for tail index for dependent data (Q649099):
Displaying 6 items.
- Change point test of tail index for autoregressive processes (Q457301) (← links)
- Sequential monitoring of the tail behavior of dependent data (Q729715) (← links)
- Test for tail index constancy of GARCH innovations based on conditional volatility (Q2317888) (← links)
- The CUSUM statistics of change-point models based on dependent sequences (Q5093036) (← links)
- CHANGE POINT TESTS FOR THE TAIL INDEX OF<i>β</i>-MIXING RANDOM VARIABLES (Q5357392) (← links)
- Change-Point Tests for the Tail Parameter of Long Memory Stochastic Volatility Time Series (Q6092958) (← links)
