Pages that link to "Item:Q2980065"
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The following pages link to Monitoring distributional changes of squared residuals in GARCH models (Q2980065):
Displaying 3 items.
- Monitoring parameter change for time series models with conditional heteroscedasticity (Q1672861) (← links)
- Sequential change-point detection in a multinomial logistic regression model (Q2053415) (← links)
- Monitoring distributional changes in autoregressive models based on a weighted empirical process of residuals (Q3462811) (← links)
