scientific article; zbMATH DE number 6791315

MaRDI QIDQ5369145zbMATH OpenFDO

Authors I. V. Basawa

Publication date 13 October 2017

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Robustness and adaptive procedures (parametric inference) (62F35) Non-Markovian processes: hypothesis testing (62M07)

Cited in

(10)

• Large sample inference for conditional exponential families with applications to nonlinear time series
• Outlier detection tests based on martingale estimating equations for stochastic processes
• Information criteria for residual generation and fault detection and isolation
• Asymptotic optimal inference for a class of nonlinear time series models
• Subspace-based fault detection algorithms for vibration monitoring
• Assessing and accounting for time heterogeneity in stochastic actor oriented models
• Subspace-based fault detection robust to changes in the noise covariances
• Generalized C() tests for estimating functions with serial dependence
• Invariant tests based onM-estimators, estimating functions, and the generalized method of moments
• Generalized C() tests with nonstandard convergence rates

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5369145)