Robust tests for parameter change in conditionally heteroscedastic time series models
Fuente:
arXiv
Saved in:
| Main Author: | Song, Junmo |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Information matrix test for normality of innovations in stationary time series models
by: Liu, Zixuan, et al.
Published: (2024)
by: Liu, Zixuan, et al.
Published: (2024)
Robust Bayesian estimation in conditionally heteroscedastic time series models
by: Lee, Jeongho, et al.
Published: (2026)
by: Lee, Jeongho, et al.
Published: (2026)
Gaussian distributional structural equation models: A framework for modeling latent heteroscedasticity
by: Fazio, Luna, et al.
Published: (2024)
by: Fazio, Luna, et al.
Published: (2024)
Bayesian inference for ordinary differential equations models with heteroscedastic measurement error
by: Salimi, Selva, et al.
Published: (2026)
by: Salimi, Selva, et al.
Published: (2026)
Testing Homogeneity in a heteroscedastic contaminated normal mixture
by: Niu, Xiaoqing, et al.
Published: (2025)
by: Niu, Xiaoqing, et al.
Published: (2025)
Trends in tail dependence of heteroscedastic extremes
by: Einmahl, John H. J., et al.
Published: (2026)
by: Einmahl, John H. J., et al.
Published: (2026)
Clustering of functional data prone to complex heteroscedastic measurement error
by: Mai, Andi, et al.
Published: (2025)
by: Mai, Andi, et al.
Published: (2025)
Doubly-robust and heteroscedasticity-aware sample trimming for causal inference
by: Khan, Samir, et al.
Published: (2022)
by: Khan, Samir, et al.
Published: (2022)
On testing for independence between generalized error models of several time series
by: Ghoudi, Kilani, et al.
Published: (2024)
by: Ghoudi, Kilani, et al.
Published: (2024)
Nonparametric conditional risk mapping under heteroscedasticity
by: Fernández-Casal, Rubén, et al.
Published: (2024)
by: Fernández-Casal, Rubén, et al.
Published: (2024)
Inference on an heteroscedastic Gompertz tumor growth model
by: Albano, Giuseppina, et al.
Published: (2024)
by: Albano, Giuseppina, et al.
Published: (2024)
Bayesian kernel machine regression for heteroscedastic health outcome data
by: Smith, Melissa J., et al.
Published: (2025)
by: Smith, Melissa J., et al.
Published: (2025)
Robust subgroup-classifier learning and testing in change-plane regressions
by: Liu, Xu, et al.
Published: (2024)
by: Liu, Xu, et al.
Published: (2024)
Optimal shrinkage estimation in heteroscedastic hierarchical linear models
by: Kou, Samuel, et al.
Published: (2015)
by: Kou, Samuel, et al.
Published: (2015)
Scalable regression calibration approaches to correcting measurement error in multi-level generalized functional linear regression models with heteroscedastic measurement errors
by: Luan, Yuanyuan, et al.
Published: (2023)
by: Luan, Yuanyuan, et al.
Published: (2023)
Distribution free MMD tests for model selection with estimated parameters
by: Brück, Florian, et al.
Published: (2023)
by: Brück, Florian, et al.
Published: (2023)
Gradual changes in functional time series
by: Bastian, Patrick, et al.
Published: (2024)
by: Bastian, Patrick, et al.
Published: (2024)
Learning a directed acyclic graph with additive heteroscedastic errors
by: Xia, Xintao, et al.
Published: (2026)
by: Xia, Xintao, et al.
Published: (2026)
General linear hypothesis testing in ill-conditioned functional response model
by: Smaga, Łukasz, et al.
Published: (2024)
by: Smaga, Łukasz, et al.
Published: (2024)
Tobit models for count time series
by: Weiß, Christian H., et al.
Published: (2024)
by: Weiß, Christian H., et al.
Published: (2024)
White noise testing for functional time series via functional quantile autocorrelation
by: López-Oriona, Ángel, et al.
Published: (2026)
by: López-Oriona, Ángel, et al.
Published: (2026)
Robust distribution-free tests for the linear model
by: Hilbert, Torey, et al.
Published: (2024)
by: Hilbert, Torey, et al.
Published: (2024)
Exact conditional goodness-of-fit tests for the mixed membership stochastic block model
by: Majumdar, Sourav
Published: (2025)
by: Majumdar, Sourav
Published: (2025)
Test for mean matrix in GMANOVA model under heteroscedasticity and non-normality for high-dimensional data
by: Yamada, Takayuki, et al.
Published: (2020)
by: Yamada, Takayuki, et al.
Published: (2020)
Tensor time series change-point detection in cryptocurrency network data
by: Anastasiou, Andreas, et al.
Published: (2025)
by: Anastasiou, Andreas, et al.
Published: (2025)
Bayesian online collective anomaly and change point detection in fine-grained time series
by: Chen, Xian, et al.
Published: (2025)
by: Chen, Xian, et al.
Published: (2025)
Quantifying predictive uncertainty of aphasia severity in stroke patients with sparse heteroscedastic Bayesian high-dimensional regression
by: Zgodic, Anja, et al.
Published: (2023)
by: Zgodic, Anja, et al.
Published: (2023)
Fractional lower-order covariance-based measures for cyclostationary time series with heavy-tailed distributions: application to dependence testing and model order identification
by: Żuławiński, Wojciech, et al.
Published: (2026)
by: Żuławiński, Wojciech, et al.
Published: (2026)
Robust mean change point testing in high-dimensional data with heavy tails
by: Li, Mengchu, et al.
Published: (2023)
by: Li, Mengchu, et al.
Published: (2023)
Factor modelling for high-dimensional functional time series
by: Guo, Shaojun, et al.
Published: (2021)
by: Guo, Shaojun, et al.
Published: (2021)
The projected dynamic linear model for time series on the sphere
by: Zito, John, et al.
Published: (2023)
by: Zito, John, et al.
Published: (2023)
Double Robust high dimensional alpha test for linear factor pricing model
by: Zhao, Ping, et al.
Published: (2024)
by: Zhao, Ping, et al.
Published: (2024)
Bipartite causal inference with interference, time series data, and a random network
by: Song, Zhaoyan, et al.
Published: (2024)
by: Song, Zhaoyan, et al.
Published: (2024)
A loss discounting framework for model averaging and selection in time series models
by: Bernaciak, Dawid, et al.
Published: (2022)
by: Bernaciak, Dawid, et al.
Published: (2022)
The generalized Hausman test for detecting non-normality in the latent variable distribution of the two-parameter IRT model
by: Guastadisegni, Lucia, et al.
Published: (2024)
by: Guastadisegni, Lucia, et al.
Published: (2024)
Interpretable models for forecasting high-dimensional functional time series
by: Shang, Han Lin, et al.
Published: (2026)
by: Shang, Han Lin, et al.
Published: (2026)
Consistent and powerful CUSUM change-point test for panel data with changes in variance
by: Yang, Wenzhi, et al.
Published: (2026)
by: Yang, Wenzhi, et al.
Published: (2026)
Non-parametric estimation of conditional quantiles for time series with heavy tails
by: Mathew, Deemat C, et al.
Published: (2024)
by: Mathew, Deemat C, et al.
Published: (2024)
Spectral domain likelihoods for Bayesian inference in time-varying parameter models
by: Gustafsson, Oskar, et al.
Published: (2024)
by: Gustafsson, Oskar, et al.
Published: (2024)
Tests for constancy of model parameters Over time
by: Hjort, Nils Lid, et al.
Published: (2026)
by: Hjort, Nils Lid, et al.
Published: (2026)
Similar Items
-
Information matrix test for normality of innovations in stationary time series models
by: Liu, Zixuan, et al.
Published: (2024) -
Robust Bayesian estimation in conditionally heteroscedastic time series models
by: Lee, Jeongho, et al.
Published: (2026) -
Gaussian distributional structural equation models: A framework for modeling latent heteroscedasticity
by: Fazio, Luna, et al.
Published: (2024) -
Bayesian inference for ordinary differential equations models with heteroscedastic measurement error
by: Salimi, Selva, et al.
Published: (2026) -
Testing Homogeneity in a heteroscedastic contaminated normal mixture
by: Niu, Xiaoqing, et al.
Published: (2025)