Pages that link to "Item:Q1208942"
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The following pages link to Change in autoregressive processes (Q1208942):
Displayed 9 items.
- The effect of long-range dependence on change-point estimators (Q135915) (← links)
- Testing for changes in the mean or variance of long memory processes (Q627588) (← links)
- Hölder convergence of autoregression residuals partial sum processes (Q736138) (← links)
- On the detection of changes in autoregressive time series. I: Asymptotics. (Q872083) (← links)
- Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives (Q1007505) (← links)
- Effect of dependence on statistics for determination of change (Q1361628) (← links)
- Serial rank statistics for detection of changes. (Q1424484) (← links)
- On the asymptotics of residuals in autoregressive moving average processes with one autoregressive unit root (Q1916215) (← links)
- Testing for changes in the mean or variance of a stochastic process under weak invariance (Q5928941) (← links)