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Inferences about the parameters of a time series model with changing variance
1 references·1 citing·6 second hop
Inferences about the parameters of a time series model with changing variance (1984)Inferences about the parameters of a time…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Ratio test to detect change in the variance of linear process (2010)Ratio test to detect change i…On the Stable Paretian Behavior of Stock-Market Prices (1974)Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Generalized autoregressive conditional heteroskedasticity (1986)
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References

  • 1977Time Series Analysis: Forecasting and Control19,200 cited

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  • 2010Ratio test to detect change in the variance of linear process10 cited

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