Pages that link to "Item:Q4540606"
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The following pages link to A NONPARAMETRIC TEST OF CHANGING CONDITIONAL VARIANCES IN AUTOREGRESSIVE TIME SERIES (Q4540606):
Displaying 13 items.
- Modified tests for variance changes in autoregressive regression (Q632729) (← links)
- A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series (Q1380606) (← links)
- On the cusum of squares test for variance change in nonstationary and nonparametric time series models (Q1881411) (← links)
- Testing for changes in autocovariances of nonparametric time series models (Q1926538) (← links)
- An omnibus test to detect time-heterogeneity in time series (Q2255926) (← links)
- Testing for distributional change in time series (Q2716438) (← links)
- Testing for a change of the innovation distribution in nonparametric autoregression: the sequential empirical process approach (Q2868867) (← links)
- The marked empirical process to test nonlinear time series against a large class of alternatives when the random vectors are nonstationary and absolutely regular (Q2892897) (← links)
- Darling-Erdös-type test for change detection in parameters and variance for stationary VAR models (Q2980079) (← links)
- Non-Parametric Testing of Conditional Variance Functions in Time Series (Q4665430) (← links)
- Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance (Q4975562) (← links)
- Nonparametric volatility change detection (Q5001014) (← links)
- Testing for variance changes in autoregressive models with unknown order (Q5124813) (← links)
