Lee, Sangyeol; Kim, Byungsoo Copula parameter change test for nonlinear AR models with nonlinear GARCH errors. (English) Zbl 1487.62109 Stat. Methodol. 25, 1-22 (2015). MSC: 62M10 62M07 62H05 62E20 62P05 PDFBibTeX XMLCite \textit{S. Lee} and \textit{B. Kim}, Stat. Methodol. 25, 1--22 (2015; Zbl 1487.62109) Full Text: DOI
Wong, Tony Siu Tung Diagnostic check for heavy tail in linear time series. (English) Zbl 1486.62247 Stat. Methodol. 24, 1-11 (2015). MSC: 62M10 62G32 PDFBibTeX XMLCite \textit{T. S. T. Wong}, Stat. Methodol. 24, 1--11 (2015; Zbl 1486.62247) Full Text: DOI
Bouzebda, Salim; Keziou, Amor A semiparametric maximum likelihood ratio test for the change point in copula models. (English) Zbl 1486.62145 Stat. Methodol. 14, 39-61 (2013). MSC: 62H05 62F05 62E20 PDFBibTeX XMLCite \textit{S. Bouzebda} and \textit{A. Keziou}, Stat. Methodol. 14, 39--61 (2013; Zbl 1486.62145) Full Text: DOI
Tartakovsky, Alexander G.; Rozovskii, Boris L.; Blažek, Rudolf B.; Kim, Hongjoong Authors’ response. (English) Zbl 1248.94033 Stat. Methodol. 3, No. 3, 329-340 (2006). MSC: 94A13 68M10 90B18 62P30 94A40 PDFBibTeX XMLCite \textit{A. G. Tartakovsky} et al., Stat. Methodol. 3, No. 3, 329--340 (2006; Zbl 1248.94033) Full Text: DOI
Kim, Seong-Hee; Wilson, James R. A discussion on “Detection of intrusions in information systems by sequential change-point methods” by Tartakovsky, Rozovskii, Blažek, and Kim. (English) Zbl 1248.94028 Stat. Methodol. 3, No. 3, 315-319 (2006). MSC: 94A13 68M10 90B18 62P30 94A40 PDFBibTeX XMLCite \textit{S.-H. Kim} and \textit{J. R. Wilson}, Stat. Methodol. 3, No. 3, 315--319 (2006; Zbl 1248.94028) Full Text: DOI
Basseville, Michèle A discussion on “Detection of intrusions in information systems by sequential change-point methods” by Tartakovsky, Rozovskii, Blažek, and Kim. (English) Zbl 1248.94021 Stat. Methodol. 3, No. 3, 299-303 (2006). MSC: 94A13 68M10 90B18 62P30 94A40 PDFBibTeX XMLCite \textit{M. Basseville}, Stat. Methodol. 3, No. 3, 299--303 (2006; Zbl 1248.94021) Full Text: DOI
Tartakovsky, Alexander G.; Rozovskii, Boris L.; Blažek, Rudolf B.; Kim, Hongjoong Detection of intrusions in information systems by sequential change-point methods. (English) Zbl 1248.94032 Stat. Methodol. 3, No. 3, 252-293 (2006). MSC: 94A13 68M10 90B18 62P30 94A40 PDFBibTeX XMLCite \textit{A. G. Tartakovsky} et al., Stat. Methodol. 3, No. 3, 252--293 (2006; Zbl 1248.94032) Full Text: DOI