AbstractWe study the detection of a possible change in a stationary autoregressive process of order r. The test statistics are based on weighted supremum and Lp-functionals of the residual sums. Some limit theorems are proven under necessary and sufficient conditions
In this paper we develop testing procedures for the detection of structural changes in nonlinear aut...
We consider some tests to detect a change-point in a multiple linear regression model. The tests are...
In this paper we develop testing procedures for the detection of structural changes in nonlinear aut...
AbstractWe study the detection of a possible change in a stationary autoregressive process of order ...
In the present work we study di®erent methods for testing whether or not a change has occurred in th...
We study a family of Lp-functionals of the weighted CUSUM test statistic to detect the presence of c...
grantor: University of TorontoThe problem of change detection is about quick detection of ...
Autoregressive time series models of order p have p+2 parameters, the mean, the variance of the whit...
The main subject of this thesis is a change point detection in stationary vector autoregressions. Va...
grantor: University of TorontoThe problem of change detection is about quick detection of ...
AbstractAutoregressive time series models of order p have p+2 parameters, the mean, the variance of ...
This thesis deals with the detection of change in the structure of an autoregressive time series. In...
We propose a family of CUSUM-based statistics to detect the presence of changepoints in the determin...
We propose a family of CUSUM-based statistics to detect the presence of changepoints in the determin...
The thesis describes Random Coefficient Autoregressive time series mo- dels (RCA models). In first c...
In this paper we develop testing procedures for the detection of structural changes in nonlinear aut...
We consider some tests to detect a change-point in a multiple linear regression model. The tests are...
In this paper we develop testing procedures for the detection of structural changes in nonlinear aut...
AbstractWe study the detection of a possible change in a stationary autoregressive process of order ...
In the present work we study di®erent methods for testing whether or not a change has occurred in th...
We study a family of Lp-functionals of the weighted CUSUM test statistic to detect the presence of c...
grantor: University of TorontoThe problem of change detection is about quick detection of ...
Autoregressive time series models of order p have p+2 parameters, the mean, the variance of the whit...
The main subject of this thesis is a change point detection in stationary vector autoregressions. Va...
grantor: University of TorontoThe problem of change detection is about quick detection of ...
AbstractAutoregressive time series models of order p have p+2 parameters, the mean, the variance of ...
This thesis deals with the detection of change in the structure of an autoregressive time series. In...
We propose a family of CUSUM-based statistics to detect the presence of changepoints in the determin...
We propose a family of CUSUM-based statistics to detect the presence of changepoints in the determin...
The thesis describes Random Coefficient Autoregressive time series mo- dels (RCA models). In first c...
In this paper we develop testing procedures for the detection of structural changes in nonlinear aut...
We consider some tests to detect a change-point in a multiple linear regression model. The tests are...
In this paper we develop testing procedures for the detection of structural changes in nonlinear aut...
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