Pages that link to "Item:Q4853103"
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The following pages link to A cusum test in the linear regression model with serially correlated disturbances (Q4853103):
Displaying 3 items.
- Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility (Q291114) (← links)
- Accurate tests and intervals based on linear cusum statistics (Q1007362) (← links)
- Use of fuzzy statistical technique in change periods detection of nonlinear time series (Q1294296) (← links)