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

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