Pages that link to "Item:Q632729"

The following pages link to Modified tests for variance changes in autoregressive regression (Q632729):

Displaying 10 items.

• Subsampling tests for variance changes in the presence of autoregressive parameter shifts (Q604339) (← links)
• On the cusum of squares test for variance change in nonstationary and nonparametric time series models (Q1881411) (← links)
• Spurious regression due to neglected of non-stationary volatility (Q2403404) (← links)
• Darling-Erdös-type test for change detection in parameters and variance for stationary VAR models (Q2980079) (← links)
• Modified testing for structural changes in autoregressive processes (Q3109256) (← links)
• Variance estimators in the chu‐white test for structural change (Q4232104) (← links)
• Modified tests for change points in variance in the possible presence of mean breaks (Q4960712) (← links)
• Testing for variance changes in autoregressive models with unknown order (Q5124813) (← links)
• Bootstrap procedures for variance breaks test in time series with a changing trend (Q5154101) (← links)
• The use of temporally aggregated data in modeling and testing a variance change in a time series (Q6073576) (← links)