SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A multivariate descriptor method for change-point detection in nonlinear time series
10 references·0 citing·39 second hop
A multivariate descriptor method for change-point detection in nonlinear time series (2010)A multivariate descriptor method for chan…Analysis of Financial Time Series (2006)Analysis of Financial Time Se…Analysis of Financial Time Series (2005)Analysis of Financial Time Se…A simulation study of artificial neural networks for nonlinear time-series forecasting (2001)A simulation study of artific…Gaussian limit fields for the integrated periodogram (1996)Gaussian limit fields for the…A review of multivariate control charts (1995)A review of multivariate cont…Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Use of Cumulative Sums of Squ…Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Use of Cumulative Sums of Squ…Detection of Multiple Changes of Variance Using Posterior Odds (1993)Detection of Multiple Changes…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Applied Statistical Decision Theory (1962)Time Series Analysis: Forecasting and Control (1977)Learning, forecasting and structural breaks (2008)Sequential Change-Point Detection Methods for Nonstationary Time Series (2008)Information Approach for the Change-Point Detection in the Skew Normal Distribution and Its Applications (2014)Extreme Values, Regular Variation and Point Processes (1987)Limit Theorems for Stochastic Processes (1987)Dynamic Asset Pricing Theory. (1993)Exponentially Weighted Moving Average Control Schemes: Properties and Enhancements (1990)A Multivariate Exponentially Weighted Moving Average Control Chart (1992)Introduction to Statistical Quality Control (1992)Research Issues and Ideas in Statistical Process Control (1999)Kollár Ádám Ferenc levelezése (2000)Effects of Parameter Estimation on Control Chart Properties: A Literature Review (2006)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)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)Forecasting with artificial neural networks: (1998)A comparative study of linear and nonlinear models for aggregate retail sales forecasting (2003)A novel nonlinear ensemble forecasting model incorporating GLAR and ANN for foreign exchange rates (2004)Neural network ensemble operators for time series forecasting (2014)Multivariate GARCH models: a surveyThe Pricing of Options and Corporate Liabilities (1973)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Modeling Ordered Choices (2010)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Generalized autoregressive conditional heteroskedasticity (1986)Econophysics review: I. Empirical facts (2011)The impact of the Russian-Ukrainian war on global financial markets (2023)A GUIDE TO WAVELETS FOR ECONOMISTS* (2007)Structural breaks in time series (2012)
this work references cited by second hop

References

  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 2006Analysis of Financial Time Series2,348 cited
  • 2005Analysis of Financial Time Series1,350 cited
  • 1994Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance1,180 cited
  • 1995A review of multivariate control charts703 cited
  • 1994Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance399 cited
  • 2001A simulation study of artificial neural networks for nonlinear time-series forecasting336 cited
  • 1993Detection of Multiple Changes of Variance Using Posterior Odds69 cited
  • 1996Gaussian limit fields for the integrated periodogram17 cited

Cited by

No citing works inside the corpus for this window.

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