Pages that link to "Item:Q693235"
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The following pages link to Bootstrap testing multiple changes in persistence for a heavy-tailed sequence (Q693235):
Displaying 16 items.
- Testing for a change in persistence in the presence of non-stationary volatility (Q299259) (← links)
- Subsampling change-point detection in persistence with heavy-tailed innovations (Q874325) (← links)
- Monitoring change in persistence in linear time series (Q990920) (← links)
- Testing for persistence change in fractionally integrated models: an application to world inflation rates (Q1623546) (← links)
- Sieve bootstrap monitoring for change from short to long memory (Q1668144) (← links)
- Moving ratio test for multiple changes in persistence (Q1936583) (← links)
- Generalized Cauchy model of sea level fluctuations with long-range dependence (Q2147756) (← links)
- Inference for multiple change points in heavy-tailed time series via rank likelihood ratio scan statistics (Q2419902) (← links)
- Monitoring parameter changes in RCA(\(p\)) models (Q2513794) (← links)
- Bootstrap testing for persistence changes with heavy-tailed dependent sequences (Q2858191) (← links)
- Block bootstrap testing for changes in persistence with heavy-tailed innovations (Q4639103) (← links)
- Ratio detections for change point in heavy tailed observations (Q5082994) (← links)
- Monitoring Change in Persistence Against the Null of Difference-Stationarity in Infinite Variance Observations (Q5252809) (← links)
- Structural Change Monitoring for Random Coefficient Autoregressive Time Series (Q5259144) (← links)
- Bootstrap Testing for Changes in Persistence with Heavy-Tailed Innovations (Q5421577) (← links)
- CUSUM of Squares‐Based Tests for a Change in Persistence (Q5430506) (← links)
