Monitoring Variance Change in Infinite Order Moving Average Processes and Nonstationary Autoregressive Processes (Q3006261): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/03610920903576564 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2091662100 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong approximation for RCA(1) time series with applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for parameter stability in \(RCA(1)\) time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Change‐point monitoring in linear models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monitoring shifts in mean: asymptotic normality of stopping times / rank
 
Normal rank
Property / cites work
 
Property / cites work: Delay times of sequential procedures for multiple time series regression models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monitoring disruptions in financial markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on monitoring time-varying parameters in an autoregression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limiting distributions of least squares estimates of unstable autoregressive processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric estimation of structural change points in volatility models for time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monitoring Structural Change / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monitoring changes in linear models / rank
 
Normal rank
Property / cites work
 
Property / cites work: On sequential detection of parameter changes in linear regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the cusum of squares test for variance change in nonstationary and nonparametric time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regression quantiles for unstable autoregressive models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotics for linear processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monitoring Structural Changes in Generalized Linear Models / rank
 
Normal rank

Latest revision as of 04:22, 4 July 2024

scientific article
Language Label Description Also known as
English
Monitoring Variance Change in Infinite Order Moving Average Processes and Nonstationary Autoregressive Processes
scientific article

    Statements

    Monitoring Variance Change in Infinite Order Moving Average Processes and Nonstationary Autoregressive Processes (English)
    0 references
    0 references
    0 references
    0 references
    10 June 2011
    0 references
    0 references
    0 references
    0 references
    0 references
    change points
    0 references
    0 references