Testing for intercept-scale switch in linear autoregression (Q2856549): Difference between revisions

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-.1002/cjs.11137
@@ Property / DOI: 10.1002/cjs.11137 / rank @@
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@@ Property / cites work @@
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@@ Property / cites work: Q4709774 / rank @@
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@@ Property / cites work @@
+Hypothesis test for normal mixture models: the EM approach
+Normal rank
@@ Property / cites work @@
+Tuning the EM-test for finite mixture models
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+Normal rank
@@ Property / cites work @@
+Testing for Regime Switching
@@ Property / cites work: Testing for Regime Switching / rank @@
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+Testing the order of a model using locally conic parametrization: Population mixtures and stationary ARMA processes
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+The likelihood ratio test for the number of components in a mixture with Markov regime
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+A constrained formulation of maximum-likelihood estimation for normal mixture distributions
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+Testing for intercept-scale switch in linear autoregression
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+An Introduction to Regime Switching Time Series Models
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+Non-finite Fisher information and homogeneity: an EM approach
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+Testing normality in autoregressive models
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+Q4779802
@@ Property / cites work: Q4779802 / rank @@
+Normal rank
@@ Property / DOI @@
+.1002/CJS.11137
@@ Property / DOI: 10.1002/CJS.11137 / rank @@
+Normal rank