Pages that link to "Item:Q729715"
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The following pages link to Sequential monitoring of the tail behavior of dependent data (Q729715):
Displaying 6 items.
- Monitoring persistent change in a heavy-tailed sequence with polynomial trends (Q395915) (← links)
- Monitoring multivariate time series (Q511999) (← links)
- Quantifying the data-dredging bias in structural break tests (Q2122806) (← links)
- A monitoring procedure for detecting structural breaks in factor copula models (Q2700563) (← links)
- Sequential monitoring of high‐dimensional time series (Q6073436) (← links)
- Confidence Intervals for Conditional Tail Risk Measures in ARMA–GARCH Models (Q6634893) (← links)