Pages that link to "Item:Q947213"
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The following pages link to Test for parameter change in ARMA models with GARCH innovations (Q947213):
Displaying 13 items.
- Parameter change test for autoregressive conditional duration models (Q287530) (← links)
- A test for parameter change in general causal time series using quasi-likelihood estimator (Q412603) (← links)
- Parameter change tests for ARMA-GARCH models (Q1662169) (← links)
- Copula parameter change test for nonlinear AR models with nonlinear GARCH errors (Q1731361) (← links)
- On change point test for ARMA-GARCH models: bootstrap approach (Q1747092) (← links)
- Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
- On score vector- and residual-based CUSUM tests in ARMA-GARCH models (Q2324264) (← links)
- Modified residual CUSUM test for location-scale time series models with heteroscedasticity (Q2330526) (← links)
- Testing for parameter constancy in general causal time-series models (Q2931597) (← links)
- On the test of the volatility proxy model (Q5055216) (← links)
- Sequential change point detection in ARMA-GARCH models (Q5107788) (← links)
- Change point detection in copula ARMA–GARCH Models (Q5397933) (← links)
- A general procedure for change-point detection in multivariate time series (Q6114842) (← links)
