Pages that link to "Item:Q1767739"
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The following pages link to Testing for parameter constancy in GARCH\((p,q)\) models (Q1767739):
Displaying 45 items.
- Neglecting parameter changes in GARCH models (Q265108) (← links)
- Testing for a change in persistence in the presence of non-stationary volatility (Q299259) (← links)
- A test for parameter change in general causal time series using quasi-likelihood estimator (Q412603) (← links)
- Test for tail index change in stationary time series with Pareto-type marginal distribution (Q605861) (← links)
- Estimating structural changes in regression quantiles (Q737902) (← links)
- Test for parameter change in ARMA models with GARCH innovations (Q947213) (← links)
- Testing for identification in SVAR-GARCH models (Q1656455) (← links)
- Parameter change tests for ARMA-GARCH models (Q1662169) (← links)
- On change point test for ARMA-GARCH models: bootstrap approach (Q1747092) (← links)
- Score test for parameter change in Poisson autoregressive models (Q1786737) (← links)
- A robust LR test for the GARCH model (Q1927913) (← links)
- A residual-based test for multivariate GARCH models using transformed quadratic residuals (Q1984480) (← links)
- Time-varying NoVaS versus GARCH: point prediction, volatility estimation and prediction intervals (Q2019875) (← links)
- Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
- Test for conditional quantile change in GARCH models (Q2151594) (← links)
- Test for tail index constancy of GARCH innovations based on conditional volatility (Q2317888) (← links)
- On score vector- and residual-based CUSUM tests in ARMA-GARCH models (Q2324264) (← links)
- CUSUM test for general nonlinear integer-valued GARCH models: comparison study (Q2330525) (← links)
- Modified residual CUSUM test for location-scale time series models with heteroscedasticity (Q2330526) (← links)
- \(Z\)-process method for change point problems with applications to discretely observed diffusion processes (Q2404623) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- Testing for parameter stability in nonlinear autoregressive models (Q2931587) (← links)
- Testing for parameter constancy in general causal time-series models (Q2931597) (← links)
- A ratio test to detect change point in GARCH model (Q3461744) (← links)
- Testing for volatility interactions in the Constant Conditional Correlation GARCH model (Q3566443) (← links)
- On the Cusum test for parameter changes in garch(1,1) Models (Q4541704) (← links)
- Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance (Q4975562) (← links)
- Location and scale-based CUSUM test with application to autoregressive models (Q5033423) (← links)
- On the test of the volatility proxy model (Q5055216) (← links)
- Test for parameter change in the presence of outliers: the density power divergence-based approach (Q5065268) (← links)
- Testing for abrupt breaks in variance structures with smooth changes (Q5077891) (← links)
- TESTING GARCH-X TYPE MODELS (Q5243487) (← links)
- CHANGE POINT TESTS FOR THE TAIL INDEX OF<i>β</i>-MIXING RANDOM VARIABLES (Q5357392) (← links)
- Change point detection in copula ARMA–GARCH Models (Q5397933) (← links)
- Test for Parameter Change in Linear Processes Based on Whittle's Estimator (Q5421563) (← links)
- A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model (Q5864639) (← links)
- Monitoring parameter change for time series models with application to location-Scale heteroscedastic models (Q5879914) (← links)
- Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form (Q6086165) (← links)
- Conditional quantile change test for time series based on support vector regression (Q6141736) (← links)
- A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection (Q6155083) (← links)
- Test for conditional quantile change in general conditional heteroscedastic time series models (Q6197124) (← links)
- Parameter change test for location-scale time series models with heteroscedasticity based on bootstrap (Q6574635) (← links)
- Arc length asymptotics for multivariate time series (Q6574713) (← links)
- Sequential online monitoring for autoregressive time series of counts (Q6581393) (← links)
- Multiple values-inflated bivariate INAR time series of counts: featuring zero-one inflated Poisson-Lindly case (Q6643301) (← links)
