Pages that link to "Item:Q2864544"
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The following pages link to Stochastic change-point ARX-GARCH models and their applications to econometric time series (Q2864544):
Displaying 7 items.
- Dynamic detection of change points in long time series (Q995801) (← links)
- Inference for conditional value-at-risk of a predictive regression (Q1996776) (← links)
- Bayesian inference of multiple structural change models with asymmetric GARCH errors (Q2062347) (← links)
- On change-point detection in volatile series using GARCH models (Q2408327) (← links)
- Discussion on “Change-Points: From Sequential Detection to Biology and Back” by David Siegmund (Q4916297) (← links)
- Sparse Change-point HAR Models for Realized Variance (Q5860933) (← links)
- Uncertainty Quantification in Dynamic Image Reconstruction with Applications to Cryo-EM (Q6069894) (← links)
