Pages that link to "Item:Q850764"
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The following pages link to Strong approximation for the sums of squares of augmented GARCH sequences (Q850764):
Displaying 25 items.
- Delay times of sequential procedures for multiple time series regression models (Q302113) (← links)
- Asymptotic distribution of the delay time in Page's sequential procedure (Q393539) (← links)
- Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes (Q397230) (← links)
- On the reaction time of moving sum detectors (Q433744) (← links)
- Segmenting mean-nonstationary time series via trending regressions (Q527952) (← links)
- Split invariance principles for stationary processes (Q653310) (← links)
- Strong approximation for a class of stationary processes (Q1001848) (← links)
- Testing for changes in polynomial regression (Q1002544) (← links)
- Augmented GARCH sequences: Dependence structure and asymptotics (Q1002569) (← links)
- Extreme value theory for stochastic integrals of Legendre polynomials (Q1006679) (← links)
- Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
- Monitoring shifts in mean: asymptotic normality of stopping times (Q1019482) (← links)
- Break detection in the covariance structure of multivariate time series models (Q1043722) (← links)
- Parameter change tests for ARMA-GARCH models (Q1662169) (← links)
- Stationarity and functional central limit theorem for ARCH(\(\infty\)) models (Q1787244) (← links)
- Extreme value distribution of a recursive-type detector in linear model (Q2271708) (← links)
- On the use of estimating functions in monitoring time series for change points (Q2344391) (← links)
- Pointwise adaptive estimation of the marginal density of a weakly dependent process (Q2407072) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- Structural breaks in time series (Q2852477) (← links)
- On the Performance of the Fluctuation Test for Structural Change (Q3518364) (← links)
- ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES (Q3632430) (← links)
- Asymptotics for semi-strong augmented GARCH(1,1) model (Q5046800) (← links)
- Page's sequential procedure for change-point detection in time series regression (Q5263973) (← links)
- Robust inference in AR-G/GARCH models under model uncertainty (Q6546439) (← links)
