Testing for parameter constancy in non-Gaussian time series (Q2852478): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q689500
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / author
 
Property / author: B. P. M. McCabe / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.2012.00810.x / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1571483568 / rank
 
Normal rank
Property / cites work
 
Property / cites work: FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests for Parameter Instability and Structural Change With Unknown Change Point / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4082864 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3922034 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Limit Theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient Estimation of Auto-Regression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(<i>p</i>) Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis of low count time series data by poisson autoregression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Theory &amp; Methods: Non‐Gaussian Conditional Linear AR(1) Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4158357 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3911791 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On conditional least squares estimation for stochastic processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Central limit theorems for additive functionals of Markov chains. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2714357 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximation Theorems of Mathematical Statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation in nonlinear time series models / rank
 
Normal rank

Latest revision as of 22:07, 6 July 2024

scientific article
Language Label Description Also known as
English
Testing for parameter constancy in non-Gaussian time series
scientific article

    Statements

    Testing for parameter constancy in non-Gaussian time series (English)
    0 references
    0 references
    0 references
    9 October 2013
    0 references
    non-Gaussian time series
    0 references
    discrete valued count time series
    0 references
    sup-test
    0 references
    CUSUM test
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references