Pages that link to "Item:Q4929183"
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The following pages link to On Testing Changes in Autoregressive Parameters of a VAR Model (Q4929183):
Displaying 13 items.
- Subsampling tests for variance changes in the presence of autoregressive parameter shifts (Q604339) (← links)
- Modified tests for variance changes in autoregressive regression (Q632729) (← links)
- Testing for a change in the parameter values and order of an autoregressive model (Q1895360) (← links)
- Testing for nonzero impulse responses in vector autoregressive processes (Q1918142) (← links)
- Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise (Q2194049) (← links)
- CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns (Q2852493) (← links)
- Darling-Erdös-type test for change detection in parameters and variance for stationary VAR models (Q2980079) (← links)
- Change point detection in vector autoregression (Q3120380) (← links)
- Some tests for parameter constancy in cointegrated VAR‐models (Q4488945) (← links)
- Change Point Detection with Multivariate Observations Based on Characteristic Functions (Q4609022) (← links)
- Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes (Q5080136) (← links)
- Testing for variance changes in autoregressive models with unknown order (Q5124813) (← links)
- A general procedure for change-point detection in multivariate time series (Q6114842) (← links)
