Pages that link to "Item:Q1731361"
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The following pages link to Copula parameter change test for nonlinear AR models with nonlinear GARCH errors (Q1731361):
Displaying 4 items.
- Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
- Test for parameter change in ARMA models with GARCH innovations (Q947213) (← links)
- Change point detection in SCOMDY models (Q1621241) (← links)
- CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns (Q2852493) (← links)