Sequential detection of switches in models with changing structures (Q2804556): Difference between revisions

@@ Property / author @@
-B. E. Brodskii
@@ Property / author: B. E. Brodskii / rank @@
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@@ Property / author @@
-Boris S. Darkhovsky
@@ Property / author: Boris S. Darkhovsky / rank @@
-Normal rank
@@ Property / author @@
+B. E. Brodskii
@@ Property / author: B. E. Brodskii / rank @@
+Normal rank
@@ Property / author @@
+Boris S. Darkhovsky
@@ Property / author: Boris S. Darkhovsky / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/17442508.2015.1086349
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@@ Property / OpenAlex ID @@
+W2394148469
@@ Property / OpenAlex ID: W2394148469 / rank @@
+Normal rank
@@ Property / cites work @@
+A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
+Normal rank
@@ Property / cites work @@
+Q3842588
@@ Property / cites work: Q3842588 / rank @@
+Normal rank
@@ Property / cites work @@
+Basic properties of strong mixing conditions. A survey and some open questions
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+Asymptotically Optimal Methods of Early Change-Point Detection
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+Stationarity of multivariate Markov-switching ARMA models
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+A Markov model for switching regressions
@@ Property / cites work: A Markov model for switching regressions / rank @@
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@@ Property / cites work @@
+Rational-expectations econometric analysis of changes in regime. An investigation of the term structure of interest rates
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@@ Property / cites work @@
+Q5624460
@@ Property / cites work: Q5624460 / rank @@
+Normal rank
@@ Property / cites work @@
+Switching Regression Models with Imperfect Sample Separation Information--With an Application on Cartel Stability
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+Moments of Markov switching models
@@ Property / cites work: Moments of Markov switching models / rank @@
+Normal rank
@@ Property / cites work @@
+SOME DOUBLY STOCHASTIC TIME SERIES MODELS
@@ Property / cites work: SOME DOUBLY STOCHASTIC TIME SERIES MODELS / rank @@
+Normal rank
@@ Property / cites work @@
+SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH  MARKOV-SWITCHING COEFFICIENTS
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