Pages that link to "Item:Q457301"

The following pages link to Change point test of tail index for autoregressive processes (Q457301):

Displaying 11 items.

• On the tail index inference for heavy-tailed GARCH-type innovations (Q263253) (← links)
• Change point test for tail index of scale-shifted processes (Q490349) (← links)
• Change point test for tail index for dependent data (Q649099) (← links)
• Testing the tail index in autoregressive models (Q841013) (← links)
• On the estimation of a changepoint in a tail index (Q852282) (← links)
• Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
• Monitoring parameter changes in RCA(\(p\)) models (Q2513794) (← links)
• Structural change tests in tail behaviour and the Asian crisis (Q2763328) (← links)
• (Q3014614) (← links)
• CHANGE POINT TESTS FOR THE TAIL INDEX OF<i>β</i>-MIXING RANDOM VARIABLES (Q5357392) (← links)
• Change-Point Tests for the Tail Parameter of Long Memory Stochastic Volatility Time Series (Q6092958) (← links)