Editorial
- 作者Walter Vandereycken; Pat Hartley
- 卷第4卷
- 期第2期
- 印刷ISSN1072-4133
- 电子ISSN1099-0968
- 文件大小103.09KB
- 发表时间1996
- DOI10.1002/(sici)1099-0968(199606)4:2<71::aid-erv146>3.0.co;2-b
- 页码71-72
ESTIMATORS AND TESTS FOR CHANGE IN VARIANCESGombay, Edit; Horváth, Lajos; Husková, Marie · Statistics & Risk Modeling · 1996
Limit theorems for change in linear regressionEdit Gombay; Lajos Horváth · 1994
A goodness-of-fit test for exponential familiesEdit Gombay; Lajos Horváth · 1992
Testing for changes in the covariance structure of linear processesIstván Berkes; Edit Gombay; Lajos Horváth · 2009
SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELSBerkes, István; Gombay, Edit; Horváth, Lajos; Kokoszka, Piotr · Econometric Theory · 2004
Sequential Change-Point Detection in GARCH(p, q) ModelsIstván Berkes, Edit Gombay, Lajos Horváth and Piotr Kokoszka · Econometric Theory · 2004
Rates of convergence for U-statistic processes and their bootstrapped versionsEdit Gombay; Lajos Horváth · 2002