Synthetic detection of change point and outliers in bilinear time series models (Q5265599): Difference between revisions

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+https://doi.org/10.1080/00207721.2013.777983
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+W2000361753
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@@ Property / cites work @@
+Outlier Detection And Estimation In NonLinear Time Series
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+Detection of additive outliers in bilinear time series
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+Influence Diagnostics and Outlier Tests for Semiparametric Mixed Models
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+Gaussian process internal model control
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+On the detection of changes in autoregressive time series. I: Asymptotics.
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+Detection of multiple change-points in multivariate time series
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+Identification and verification of chaotic dynamics in a missile system from experimental time series
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+BAYESIAN ANALYSIS OF AUTOREGRESSIVE TIME SERIES VIA THE GIBBS SAMPLER
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+Distributed modal identification using restricted auto regressive models
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+Parameter Estimation and Subset Selection for Separable lower Triangular Bilinear Models
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+Separable lower triangular bilinear model
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+Delay-dependent stability analysis for discrete-time singular Markovian jump systems with time-varying delay
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+Estimating a change point in the long memory parameter
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+Publication:5265599