Testing for structural change of AR model to threshold AR model
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Cites work
- Adaptive prediction by least squares predictors in stochastic regression models with applications to time series
- Detecting Changes in Linear Regressions
- Estimating and Testing Linear Models with Multiple Structural Changes
- scientific article; zbMATH DE number 4131440 (Why is no real title available?)
- scientific article; zbMATH DE number 4159917 (Why is no real title available?)
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 1423406 (Why is no real title available?)
- Likelihood ratio tests for multiple structural changes
- On discriminating between long-range dependence and changes in mean
- On weak convergence of random fields
- Strong approximation of renewal processes
- Testing for a change in the parameter values and order of an autoregressive model
- Testing for a linear MA model against threshold MA models
- Testing For and Dating Common Breaks in Multivariate Time Series
- Testing for change points in time series models and limiting theorems for NED sequences
- Testing for threshold autoregression
- Testing for threshold autoregression with conditional heteroscedasticity
- Tests of Equality Between Sets of Coefficients in Two Linear Regressions
- Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
- The maximum likelihood method for testing changes in the parameters of normal observations
- Time series: theory and methods.
Cited in
(18)- Empirical likelihood for change point detection in autoregressive models
- Quasi-likelihood estimation of structure-changed threshold double autoregressive models
- Structural change in AR(1) models
- Asymptotic inferences for an AR(1) model with a change point and possibly infinite variance
- Likelihood ratio tests for the structural change of an AR(p) model to a threshold AR(p) model
- Testing for Common Structures in a Panel of Threshold Models
- scientific article; zbMATH DE number 4159917 (Why is no real title available?)
- Trimmed stable AR(1) processes
- Structural change in nonstationary \(\mathrm{AR}(1)\) models
- Limit theory for moderate deviations from a unit root with a break in variance
- Non identification of structural change in non stationary AR(1) models
- Testing for the buffered autoregressive processes
- Test for Parameter Change in ARIMA Models
- A Bayesian detection of structural changes in autoregressive time series models
- Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model
- Testing for a linear MA model against threshold MA models
- Inference for post-change parameters after sequential CUSUM test under AR(1) model
- Testing for threshold autoregression
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