B. P. M. McCabe

Available identifiers

zbMath Open mccabe.brendan-p-mMaRDI QIDQ1206327

List of research outcomes

Publication	Date of Publication	Type
A semi-parametric integer-valued autoregressive model with covariates	2024-11-27	Paper
Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach	2024-02-13	Paper
A score statistic for testing the presence of a stochastic trend in conditional variances	2022-04-20	Paper
Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models	2022-03-28	Paper
https://portal.mardi4nfdi.de/entity/Q4998252	2021-07-01	Paper
Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series	2019-10-18	Paper
Is MORE LESS? The role of data augmentation in testing for structural breaks	2018-09-12	Paper
A QUASI-LOCALLY MOST POWERFUL TEST FOR CORRELATION IN THE CONDITIONAL VARIANCE OF POSITIVE DATA	2016-04-27	Paper
Testing regression models for random effects outliers under elliptical symmetry	2016-01-01	Paper
DISCRETE TIME SERIES, PROCESSES, AND APPLICATIONS IN FINANCE, by Gilles Zumbach. Springer Finance Series. Published by Springer, Heidelberg, Berlin, 2013. Total number of pages: 315. ISBN: 978-3-642-31741-5	2015-01-12	Paper
The independence of tests for structural change in regression models	2013-10-24	Paper
Testing for parameter constancy in non-Gaussian time series	2013-10-09	Paper
Score statistics for testing serial dependence in count data	2013-10-09	Paper
Maximum likelihood estimation of higher-order integer-valued autoregressive processes	2010-04-22	Paper
Assessing Persistence In Discrete Nonstationary Time‐Series Models	2006-05-24	Paper
Asymptotic properties of CLS estimators in the Poisson AR(1) model	2005-08-01	Paper
Analysis of low count time series data by poisson autoregression	2005-05-20	Paper
The Power of Some Tests for Difference Stationarity under Local Heteroscedastic Integration	2002-07-30	Paper
The Power of Some Tests for Difference Stationarity under Local Heteroscedastic Integration	1999-11-28	Paper
https://portal.mardi4nfdi.de/entity/Q4877283	1996-05-09	Paper
Testing a time series for difference stationarity	1996-02-08	Paper
https://portal.mardi4nfdi.de/entity/Q4855592	1996-02-04	Paper
On the moments of certain stochastic integrals	1994-04-06	Paper
https://portal.mardi4nfdi.de/entity/Q4272789	1994-01-19	Paper
A simple test for parameter constancy in a nonlinear time series regression model	1993-04-01	Paper
An extension of Anderson's multiple decision procedure	1990-01-01	Paper
On the distribution of some test statistics for coefficient constancy	1989-01-01	Paper
Some applications for Basil's independence theorem in testing econometric models	1988-01-01	Paper
Testing for heteroscedasticity occuring at unknown points	1986-01-01	Paper

Research outcomes over time

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