Pages that link to "Item:Q5397933"
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The following pages link to Change point detection in copula ARMA–GARCH Models (Q5397933):
Displaying 15 items.
- Parameter change test for autoregressive conditional duration models (Q287530) (← links)
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
- Monitoring test for stability of copula parameter in time series (Q488592) (← links)
- Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
- Change-point estimation in ARCH models (Q1572832) (← links)
- Change point detection in SCOMDY models (Q1621241) (← links)
- Copula parameter change test for nonlinear AR models with nonlinear GARCH errors (Q1731361) (← links)
- On change point test for ARMA-GARCH models: bootstrap approach (Q1747092) (← links)
- A semiparametric maximum likelihood ratio test for the change point in copula models (Q1756184) (← links)
- Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
- On change-point detection in volatile series using GARCH models (Q2408327) (← links)
- Multivariate Kendall's tau for change-point detection in copulas (Q2852553) (← links)
- (Q3052233) (← links)
- Change Point Detection with Stable AR(1) Errors (Q5272948) (← links)
- A nonparametric test for a constant correlation matrix (Q5864634) (← links)
