The following pages link to (Q4494135):
Displaying 9 items.
- On score-functions and goodness-of-fit tests for stochastic processes (Q324614) (← links)
- Parameter change tests for ARMA-GARCH models (Q1662169) (← links)
- Detecting structural breaks in realized volatility (Q1727922) (← links)
- Score test for parameter change in Poisson autoregressive models (Q1786737) (← links)
- Asymptotically distribution free test for parameter change in a diffusion process model (Q1926009) (← links)
- \(Z\)-process method for change point problems with applications to discretely observed diffusion processes (Q2404623) (← links)
- A change detection procedure for an ergodic diffusion process (Q2409396) (← links)
- On \(L^2\) space approach to change point problems (Q2448798) (← links)
- Test for parameter change in the presence of outliers: the density power divergence-based approach (Q5065268) (← links)
