Pages that link to "Item:Q2518944"
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The following pages link to Inference for mean change-point in infinite variance \(AR(p)\) process (Q2518944):
Displaying 5 items.
- Strong convergence rate of robust estimator of change point (Q991162) (← links)
- Randomised pseudolikelihood ratio change point estimator in GARCH models (Q1983368) (← links)
- Inference for a mean-reverting stochastic process with multiple change points (Q2396344) (← links)
- A quasi-Bayesian change point detection with exchangeable weights (Q2676909) (← links)
- The CUSUM Test for Detecting Structural Changes in Strong Mixing Processes (Q2931571) (← links)