SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Test for parameter change based on the estimator minimizing density-based divergence measures
7 references·1 citing·25 second hop
Test for parameter change based on the estimator minimizing density-based divergence measures (2005)Test for parameter change based on the es…Parametric Statistical Change Point Analysis (2011)Parametric Statistical Change…The Cusum Test for Parameter Change in Time Series Models (2003)The Cusum Test for Parameter …Parametric Statistical Change Point Analysis (2000)Parametric Statistical Change…Limit theorems in change-point analysis (1997)Limit theorems in change-poin…Journal of the American Statistical Association (1995)Journal of the American Stati…Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Use of Cumulative Sums of Squ…A Test for a Change in a Parameter Occurring at an Unknown Point (1955)A Test for a Change in a Para…Minimum density power divergence estimator for GARCH models (2008)Minimum density power diverge…Time Series Analysis: Forecasting and Control (1977)A Guide to Simulation (1983)Volatility in Emerging Stock Markets (1999)Selection of estimation window in the presence of breaks (2006)Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Modelling the persistence of conditional variances (1986)Testing for the Constancy of Parameters Over Time (1989)Testing for changes in the covariance structure of linear processes (2008)Detection of Multiple Structural Breaks in Multivariate Time Series (2014)Green growth of cereal food production under the constraints of agricultural carbon emissions: A new insights from ARDL and VECM models (2021)Moving to Opportunity in Boston: Early Results of a Randomized Mobility Experiment (2001)Multilevel analyses of neighbourhood socioeconomic context and health outcomes: a critical review: Table 1 (2001)The Relationship Between Education and Adult Mortality in the United States (2004)Dealing with Structural Breaks (2005)Penalized Maximal t Test for Detecting Undocumented Mean Change in Climate Data Series (2007)Structural breaks in time series (2012)Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Bayesian Online Changepoint Detection (2007)Detection of multiple change-points in multivariate time series (2006)Analysis of changepoint models (2011)Inference for single and multiple change‐points in time series (2013)Journal De La Société Française De Statistique (2005)Multiscale Change Point Inference (2014)
this work references cited by second hop

References

  • 1995Journal of the American Statistical Association5,337 cited
  • 1994Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance1,180 cited
  • 1997Limit theorems in change-point analysis1,004 cited
  • 1955A Test for a Change in a Parameter Occurring at an Unknown Point722 cited
  • 2011Parametric Statistical Change Point Analysis597 cited
  • 2000Parametric Statistical Change Point Analysis284 cited
  • 2003The Cusum Test for Parameter Change in Time Series Models222 cited

Cited by

  • 2008Minimum density power divergence estimator for GARCH models20 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work