Pages that link to "Item:Q795457"
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The following pages link to Inferences about the parameters of a time series model with changing variance (Q795457):
Displayed 9 items.
- Adaptive estimation of autoregressive models with time-varying variances (Q290952) (← links)
- Ratio test for variance change point in linear process with long memory (Q451414) (← links)
- Confidence distributions for skew normal change-point model based on modified information criterion (Q777847) (← links)
- Detecting change-points in multidimensional stochastic processes (Q1010538) (← links)
- An asymptotic test for constancy of the variance under short-range dependence (Q2073717) (← links)
- Covariance changes detection in multivariate time series (Q2433827) (← links)
- A Bayesian Analysis of a Structural Change in the Parameters of a Time Series (Q3155363) (← links)
- Testing for variance changes in autoregressive models with unknown order (Q5124813) (← links)
- Ratio test to detect change in the variance of linear process (Q5402591) (← links)