Add to ORKGWe study a family of Lp-functionals of the weighted CUSUM test statistic to detect the presence of changepoints in the deterministic part of the autoregressive parameter in a Random Coefficient AutoRegressive sequence of order 1 (RCA(1)). Our statistics are robust against the presence of heteroskedasticity of unknown form, and can be applied irrespective of whether the sequence is stationary or not, with no prior knowledge of stationarity or lack thereof required.</p
In this paper, we discuss the problem of testing for a changepoint in the structure of an integer-v...
In the present work we study di®erent methods for testing whether or not a change has occurred in th...
In this paper, we discuss the problem of testing for a changepoint in the struc-ture of an integer-v...
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...
We propose a family of CUSUM-based statistics to detect the presence of changepoints in the determin...
This paper considers the problem of testing for parameter change in random coefficient integer-value...
This paper considers the problem of testing for parameter change in random coefficient integer-value...
AbstractWe study the detection of a possible change in a stationary autoregressive process of order ...
The thesis describes Random Coefficient Autoregressive time series mo- dels (RCA models). In first c...
The main subject of this thesis is a change point detection in stationary vector autoregressions. Va...
We study methods for detecting change points in linear regression models. Motivated by statistics ar...
We study methods for detecting change points in linear regression models. Motivated by statistics ar...
Autoregressive time series models of order p have p+2 parameters, the mean, the variance of the whit...
This thesis deals with the detection of change in the structure of an autoregressive time series. In...
In this paper, we discuss the problem of testing for a changepoint in the structure of an integer-v...
In the present work we study di®erent methods for testing whether or not a change has occurred in th...
In this paper, we discuss the problem of testing for a changepoint in the struc-ture of an integer-v...
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...
We propose a family of CUSUM-based statistics to detect the presence of changepoints in the determin...
This paper considers the problem of testing for parameter change in random coefficient integer-value...
This paper considers the problem of testing for parameter change in random coefficient integer-value...
AbstractWe study the detection of a possible change in a stationary autoregressive process of order ...
The thesis describes Random Coefficient Autoregressive time series mo- dels (RCA models). In first c...
The main subject of this thesis is a change point detection in stationary vector autoregressions. Va...
We study methods for detecting change points in linear regression models. Motivated by statistics ar...
We study methods for detecting change points in linear regression models. Motivated by statistics ar...
Autoregressive time series models of order p have p+2 parameters, the mean, the variance of the whit...
This thesis deals with the detection of change in the structure of an autoregressive time series. In...
In this paper, we discuss the problem of testing for a changepoint in the structure of an integer-v...
In the present work we study di®erent methods for testing whether or not a change has occurred in th...
In this paper, we discuss the problem of testing for a changepoint in the struc-ture of an integer-v...