Some tests for an epidemic type change in a first order nearly nonstationary autoregressive process are investigated. Limit distributions of the tests are found under no change. Consistency is examined under short epidemics in the mean of innovations
change point, epidemic alternative, functional central limit theorem, Hölder norm, partial sums proc...
In this thesis, we are mainly concerned with the basic methodological issue to test for regime switc...
Stochastic model checking has been the mainstay for formal analysis of epidemic progress...
AbstractIn this paper, a new asymptotic theory is developed for nearly nonstationary autoregressive ...
We study some Hölderian functional central limit theorems for the polygonal partial sum processes bu...
summary:A procedure for testing occurrance of a transient change in mean of a sequence is suggested ...
AbstractWe study the detection of a possible change in a stationary autoregressive process of order ...
The purpose of this paper is to discuss the tests to detect an epidemic alternative in the mean valu...
Autoregressive time series models of order p have p+2 parameters, the mean, the variance of the whit...
This master thesis examines unit root testing with the sequence of local alternatives. We analyse fi...
AbstractAutoregressive time series models of order p have p+2 parameters, the mean, the variance of ...
AbstractWe consider estimates motivated by extreme value theory for the correlation parameter of a f...
Hypothesis testing in models allowing for trending processes that are possibly nonstationary and non...
Detecting a change in the structure of a time series is a classical statistical problem. Here we con...
Abstract: Autoregressive processes are intensively studied in statistics and other fields of applied...
change point, epidemic alternative, functional central limit theorem, Hölder norm, partial sums proc...
In this thesis, we are mainly concerned with the basic methodological issue to test for regime switc...
Stochastic model checking has been the mainstay for formal analysis of epidemic progress...
AbstractIn this paper, a new asymptotic theory is developed for nearly nonstationary autoregressive ...
We study some Hölderian functional central limit theorems for the polygonal partial sum processes bu...
summary:A procedure for testing occurrance of a transient change in mean of a sequence is suggested ...
AbstractWe study the detection of a possible change in a stationary autoregressive process of order ...
The purpose of this paper is to discuss the tests to detect an epidemic alternative in the mean valu...
Autoregressive time series models of order p have p+2 parameters, the mean, the variance of the whit...
This master thesis examines unit root testing with the sequence of local alternatives. We analyse fi...
AbstractAutoregressive time series models of order p have p+2 parameters, the mean, the variance of ...
AbstractWe consider estimates motivated by extreme value theory for the correlation parameter of a f...
Hypothesis testing in models allowing for trending processes that are possibly nonstationary and non...
Detecting a change in the structure of a time series is a classical statistical problem. Here we con...
Abstract: Autoregressive processes are intensively studied in statistics and other fields of applied...
change point, epidemic alternative, functional central limit theorem, Hölder norm, partial sums proc...
In this thesis, we are mainly concerned with the basic methodological issue to test for regime switc...
Stochastic model checking has been the mainstay for formal analysis of epidemic progress...
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