A test of homogeneity for autoregressive processes

DOI10.1002/ACS.697MaRDI QIDQ4545946zbMATH OpenOpenAlexFDO

Authors Rafael Martínez Pedro Gómez, K. Drouiche

Publication date 18 August 2002

Published in International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/acs.697

zbMATH Keywords

proportionalityrandomnessspeech detection

Mathematics Subject Classification ID

Non-Markovian processes: hypothesis testing (62M07) Inference from stochastic processes and spectral analysis (62M15) Applications of statistics (62P99)

Recommendations

• A test of correlation in the random coefficients of an autoregressive process
• Goodness-of-fit tests for autoregressive processes
• Testing proportionality for autoregressive processes
• Testing for linear autoregressive dynamics under heteroskedasticity
• The restricted likelihood ratio test for autoregressive processes
• A divergence test for autoregressive time series models

Cites work

• scientific article; zbMATH DE number 3145638 (Why is no real title available?)
• scientific article; zbMATH DE number 9266 (Why is no real title available?)
• scientific article; zbMATH DE number 897115 (Why is no real title available?)
• scientific article; zbMATH DE number 3335601 (Why is no real title available?)
• Linear Prediction of Speech
• Maximum-power validation of models without higher-order fitting
• Nonparametric approach for non-Gaussian vector stationary processes
• On the Asymptotic Distribution of the Autocorrelations of a Sample from a Linear Stochastic Process
• Parameter estimation and hypothesis testing in spectral analysis of stationary time series. Transl. from the Russian by Samuel Kotz
• Time series: theory and methods.

Cited in

(5)

• Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities
• Testing proportionality for autoregressive processes
• Testing for Equal Predictability of Stationary ARMA Processes
• A Cauchy estimator test for autocorrelation
• Testing for the Equality of Two Autoregressive Functions Using Quasi-Residuals

This page was built for publication: A test of homogeneity for autoregressive processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4545946)