Structural changes in autoregressive models for binary time series (Q394778): Difference between revisions

@@ Property / DOI @@
-.1016/j.jspi.2013.05.009
@@ Property / DOI: 10.1016/j.jspi.2013.05.009 / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F05
@@ Property / Mathematics Subject Classification ID: 62F05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C60
@@ Property / Mathematics Subject Classification ID: 65C60 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6250843
@@ Property / zbMATH DE Number: 6250843 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+change point analysis
@@ Property / zbMATH Keywords: change point analysis / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+extreme value asymptotics
@@ Property / zbMATH Keywords: extreme value asymptotics / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+R
@@ Property / describes a project that uses: R / 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/10.1016/j.jspi.2013.05.009
+Normal rank
@@ Property / OpenAlex ID @@
+W2081037471
@@ Property / OpenAlex ID: W2081037471 / rank @@
+Normal rank
@@ Property / cites work @@
+Detection of structural changes in generalized linear models
+Normal rank
@@ Property / cites work @@
+Structural breaks in time series
@@ Property / cites work: Structural breaks in time series / rank @@
+Normal rank
@@ Property / cites work @@
+SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
+Normal rank
@@ Property / cites work @@
+Q4348180
@@ Property / cites work: Q4348180 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for a change in the parameter values and order of an autoregressive model
+Normal rank
@@ Property / cites work @@
+DYNAMIC TIME SERIES BINARY CHOICE
@@ Property / cites work: DYNAMIC TIME SERIES BINARY CHOICE / rank @@
+Normal rank
@@ Property / cites work @@
+Mixing: Properties and examples
@@ Property / cites work: Mixing: Properties and examples / rank @@
+Normal rank
@@ Property / cites work @@
+Interventions in INGARCH processes
@@ Property / cites work: Interventions in INGARCH processes / rank @@
+Normal rank
@@ Property / cites work @@
+Changepoints in times series of counts
@@ Property / cites work: Changepoints in times series of counts / rank @@
+Normal rank
@@ Property / cites work @@
+The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability
+Normal rank
@@ Property / cites work @@
+Change in autoregressive processes
@@ Property / cites work: Change in autoregressive processes / rank @@
+Normal rank
@@ Property / cites work @@
+Monitoring changes in linear models
@@ Property / cites work: Monitoring changes in linear models / rank @@
+Normal rank
@@ Property / cites work @@
+On the detection of changes in autoregressive time series. I: Asymptotics.
+Normal rank
@@ Property / cites work @@
+Q3149660
@@ Property / cites work: Q3149660 / rank @@
+Normal rank
@@ Property / cites work @@
+Almost sure invariance principles for partial sums of mixing B-valued random variables
+Normal rank
@@ Property / cites work @@
+Testing for change points in time series models and limiting theorems for NED sequences
+Normal rank
@@ Property / cites work @@
+The asymptotic distributions of maximum likelihood ratio test and maximally selected \(\chi^2\)-test in binomial observations
+Normal rank
@@ Property / cites work @@
+Markov Chains and Stochastic Stability
@@ Property / cites work: Markov Chains and Stochastic Stability / rank @@
+Normal rank
@@ Property / cites work @@
+A simple cumulative sum type statistic for the change-point problem with zero-one observations
+Normal rank
@@ Property / cites work @@
+Q3224029
@@ Property / cites work: Q3224029 / rank @@
+Normal rank
@@ Property / cites work @@
+Consistency of an estimator of the number of changes in binomial observations
+Normal rank
@@ Property / cites work @@
+On the autopersistence functions and the autopersistence graphs of binary autoregressive time series
+Normal rank
@@ Property / cites work @@
+The power of likelihood ratio and cumulative sum tests for a change in a binomial probability
+Normal rank
@@ Property / DOI @@
+.1016/J.JSPI.2013.05.009
@@ Property / DOI: 10.1016/J.JSPI.2013.05.009 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:394778