Pages that link to "Item:Q1662169"
From MaRDI portal
The following pages link to Parameter change tests for ARMA-GARCH models (Q1662169):
Displaying 15 items.
- An exploratory analysis approach for understanding variation in stochastic textured surfaces (Q107444) (← links)
- Parameter change test for autoregressive conditional duration models (Q287530) (← links)
- Test for parameter change in ARMA models with GARCH innovations (Q947213) (← links)
- Detecting structural breaks in realized volatility (Q1727922) (← links)
- Copula parameter change test for nonlinear AR models with nonlinear GARCH errors (Q1731361) (← links)
- On change point test for ARMA-GARCH models: bootstrap approach (Q1747092) (← links)
- Robust test for dispersion parameter change in discretely observed diffusion processes (Q2008123) (← links)
- A robust approach for testing parameter change in Poisson autoregressive models (Q2131967) (← links)
- CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns (Q2852493) (← links)
- (Q3052233) (← links)
- Test for parameter change in the presence of outliers: the density power divergence-based approach (Q5065268) (← links)
- A Bayesian inference for time series via copula-based Markov chain models (Q5083906) (← links)
- Sequential change point detection in ARMA-GARCH models (Q5107788) (← links)
- Test for Parameter Change in ARIMA Models (Q5481629) (← links)
- Testing for structural change of AR model to threshold AR model (Q5495700) (← links)
