Copertina

Robust tests for parameter change in conditionally heteroscedastic time series models

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autore principale:	Song, Junmo
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Methodology
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Information matrix test for normality of innovations in stationary time series models
di: Liu, Zixuan, et al.
Pubblicazione: (2024)

Robust Bayesian estimation in conditionally heteroscedastic time series models
di: Lee, Jeongho, et al.
Pubblicazione: (2026)

Gaussian distributional structural equation models: A framework for modeling latent heteroscedasticity
di: Fazio, Luna, et al.
Pubblicazione: (2024)

Bayesian inference for ordinary differential equations models with heteroscedastic measurement error
di: Salimi, Selva, et al.
Pubblicazione: (2026)

Testing Homogeneity in a heteroscedastic contaminated normal mixture
di: Niu, Xiaoqing, et al.
Pubblicazione: (2025)

Trends in tail dependence of heteroscedastic extremes
di: Einmahl, John H. J., et al.
Pubblicazione: (2026)

Clustering of functional data prone to complex heteroscedastic measurement error
di: Mai, Andi, et al.
Pubblicazione: (2025)

Doubly-robust and heteroscedasticity-aware sample trimming for causal inference
di: Khan, Samir, et al.
Pubblicazione: (2022)

On testing for independence between generalized error models of several time series
di: Ghoudi, Kilani, et al.
Pubblicazione: (2024)

Nonparametric conditional risk mapping under heteroscedasticity
di: Fernández-Casal, Rubén, et al.
Pubblicazione: (2024)

Inference on an heteroscedastic Gompertz tumor growth model
di: Albano, Giuseppina, et al.
Pubblicazione: (2024)

Bayesian kernel machine regression for heteroscedastic health outcome data
di: Smith, Melissa J., et al.
Pubblicazione: (2025)

Robust subgroup-classifier learning and testing in change-plane regressions
di: Liu, Xu, et al.
Pubblicazione: (2024)

Optimal shrinkage estimation in heteroscedastic hierarchical linear models
di: Kou, Samuel, et al.
Pubblicazione: (2015)

Scalable regression calibration approaches to correcting measurement error in multi-level generalized functional linear regression models with heteroscedastic measurement errors
di: Luan, Yuanyuan, et al.
Pubblicazione: (2023)

Distribution free MMD tests for model selection with estimated parameters
di: Brück, Florian, et al.
Pubblicazione: (2023)

Gradual changes in functional time series
di: Bastian, Patrick, et al.
Pubblicazione: (2024)

Learning a directed acyclic graph with additive heteroscedastic errors
di: Xia, Xintao, et al.
Pubblicazione: (2026)

General linear hypothesis testing in ill-conditioned functional response model
di: Smaga, Łukasz, et al.
Pubblicazione: (2024)

Tobit models for count time series
di: Weiß, Christian H., et al.
Pubblicazione: (2024)

White noise testing for functional time series via functional quantile autocorrelation
di: López-Oriona, Ángel, et al.
Pubblicazione: (2026)

Robust distribution-free tests for the linear model
di: Hilbert, Torey, et al.
Pubblicazione: (2024)

Exact conditional goodness-of-fit tests for the mixed membership stochastic block model
di: Majumdar, Sourav
Pubblicazione: (2025)

Test for mean matrix in GMANOVA model under heteroscedasticity and non-normality for high-dimensional data
di: Yamada, Takayuki, et al.
Pubblicazione: (2020)

Tensor time series change-point detection in cryptocurrency network data
di: Anastasiou, Andreas, et al.
Pubblicazione: (2025)

Bayesian online collective anomaly and change point detection in fine-grained time series
di: Chen, Xian, et al.
Pubblicazione: (2025)

Quantifying predictive uncertainty of aphasia severity in stroke patients with sparse heteroscedastic Bayesian high-dimensional regression
di: Zgodic, Anja, et al.
Pubblicazione: (2023)

Fractional lower-order covariance-based measures for cyclostationary time series with heavy-tailed distributions: application to dependence testing and model order identification
di: Żuławiński, Wojciech, et al.
Pubblicazione: (2026)

Robust mean change point testing in high-dimensional data with heavy tails
di: Li, Mengchu, et al.
Pubblicazione: (2023)

Factor modelling for high-dimensional functional time series
di: Guo, Shaojun, et al.
Pubblicazione: (2021)

The projected dynamic linear model for time series on the sphere
di: Zito, John, et al.
Pubblicazione: (2023)

Double Robust high dimensional alpha test for linear factor pricing model
di: Zhao, Ping, et al.
Pubblicazione: (2024)

Bipartite causal inference with interference, time series data, and a random network
di: Song, Zhaoyan, et al.
Pubblicazione: (2024)

A loss discounting framework for model averaging and selection in time series models
di: Bernaciak, Dawid, et al.
Pubblicazione: (2022)

The generalized Hausman test for detecting non-normality in the latent variable distribution of the two-parameter IRT model
di: Guastadisegni, Lucia, et al.
Pubblicazione: (2024)

Interpretable models for forecasting high-dimensional functional time series
di: Shang, Han Lin, et al.
Pubblicazione: (2026)

Consistent and powerful CUSUM change-point test for panel data with changes in variance
di: Yang, Wenzhi, et al.
Pubblicazione: (2026)

Non-parametric estimation of conditional quantiles for time series with heavy tails
di: Mathew, Deemat C, et al.
Pubblicazione: (2024)

Spectral domain likelihoods for Bayesian inference in time-varying parameter models
di: Gustafsson, Oskar, et al.
Pubblicazione: (2024)

Tests for constancy of model parameters Over time
di: Hjort, Nils Lid, et al.
Pubblicazione: (2026)