Monitoring changes in the error distribution of autoregressive models based on Fourier methods (Q1946878): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Monitoring disruptions in financial markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5560061 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4348180 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for a change in the parameter values and order of an autoregressive model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5438900 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood based hypothesis testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing that a stationary time series is Gaussian / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing that a Gaussian process is stationary / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limiting behavior of the ICF test for normality under Gram-Charlier alternatives / rank
 
Normal rank
Property / cites work
 
Property / cites work: A General Approach to the Strong Law of Large Numbers / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monitoring parameter change in AR\((p)\) time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hypothesis Testing in Time Series via the Empirical Characteristic Function: A Generalized Spectral Density Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Change in autoregressive processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monitoring changes in linear models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Change point analysis based on empirical characteristic functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Change-Point Analysis Based on Empirical Characteristic Functions of Ranks / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the detection of changes in autoregressive time series. I: Asymptotics. / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the detection of changes in autoregressive time series. II: Resampling procedures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrapping Sequential Change-Point Tests / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monitoring Distributional Changes in Autoregressive Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Relations between Weak and Uniform Convergence of Measures with Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the asymptotic accuracy of Efron's bootstrap / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the choice of the smoothing parameter for the BHEP goodness-of-fit test / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the asymptotic behavior of a class of nonparametric tests for a change-point problem / rank
 
Normal rank

Latest revision as of 09:06, 6 July 2024

scientific article
Language Label Description Also known as
English
Monitoring changes in the error distribution of autoregressive models based on Fourier methods
scientific article

    Statements

    Monitoring changes in the error distribution of autoregressive models based on Fourier methods (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    10 April 2013
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    empirical characteristic function
    0 references
    change point analysis
    0 references
    0 references
    0 references
    0 references
    0 references