Pages that link to "Item:Q2476146"
From MaRDI portal
The following pages link to Change detection in autoregressive time series (Q2476146):
Displaying 3 items.
- Parameter change test for location-scale time series models with heteroscedasticity based on bootstrap (Q6574635) (← links)
- A fluctuation test for structural change detection in heterogeneous panel data models (Q6595021) (← links)
- Multiple values-inflated bivariate INAR time series of counts: featuring zero-one inflated Poisson-Lindly case (Q6643301) (← links)