Pages that link to "Item:Q1668529"
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The following pages link to Detecting structural changes under nonstationary volatility (Q1668529):
Displaying 7 items.
- Powerful tests for structural changes in volatility (Q528175) (← links)
- Consistent nonparametric change point detection combining CUSUM and marked empirical processes (Q2188476) (← links)
- Change-point inference on volatility in noisy Itô semimartingales (Q2280017) (← links)
- Detecting structural change with heteroskedasticity (Q4595835) (← links)
- Testing for structural changes in linear regressions with time-varying variance (Q5077998) (← links)
- Testing for structural change under non‐stationary variances (Q5091826) (← links)
- Non‐parametric detection and estimation of structural change (Q5093192) (← links)