Pages that link to "Item:Q5305516"

The following pages link to Estimation Mean Change-Point in ARCH Models with Heavy-Tailed Innovations (Q5305516):

Displaying 10 items.

• Truncating estimation for the change in stochastic trend with heavy-tailed innovations (Q451494) (← links)
• A robust approach for estimating change-points in the mean of an \(\mathrm{AR}(1)\) process (Q520705) (← links)
• Subsampling tests for variance changes in the presence of autoregressive parameter shifts (Q604339) (← links)
• Modified tests for variance changes in autoregressive regression (Q632729) (← links)
• Subsampling change-point detection in persistence with heavy-tailed innovations (Q874325) (← links)
• Subsampling tests for the mean change point with heavy-tailed innovations (Q1013151) (← links)
• Change-point estimation in ARCH models (Q1572832) (← links)
• The spurious regression of AR(\(p\)) infinite-variance sequence in the presence of structural breaks (Q1615082) (← links)
• Inference for mean change-point in infinite variance \(AR(p)\) process (Q2518944) (← links)
• Structural Change Monitoring for Random Coefficient Autoregressive Time Series (Q5259144) (← links)