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
The main subject of this thesis is a change point detection in stationary vector autoregressions. Va...
AbstractWe propose a sequential procedure for detecting a possible changepoint in a random sequence ...
AbstractThe investigation about the problem of detection of a point of change in ARMA parameters has...
AbstractWe study the detection of a possible change in a stationary autoregressive process of order ...
grantor: University of TorontoThe problem of change detection is about quick detection of ...
grantor: University of TorontoThe problem of change detection is about quick detection of ...
We consider some tests to detect a change-point in a multiple linear regression model. The tests are...
AbstractWe consider estimates motivated by extreme value theory for the correlation parameter of a f...
AbstractIn this paper, a new asymptotic theory is developed for nearly nonstationary autoregressive ...
AbstractWe study the problem of estimating autoregressive parameters when the observations are from ...
AbstractWe study the asymptotic behaviour of U-statistics type processes which can be used for detec...
We study a family of Lp-functionals of the weighted CUSUM test statistic to detect the presence of c...
This thesis is devoted to the study of some asymptotic properties of the $p-$th order \textit{autore...
AbstractThe residual processes of a stationary AR(p) process and of polynomial regression are consid...
This thesis is concerned with the sequential detection of gradual changes in the location of a stoch...
The main subject of this thesis is a change point detection in stationary vector autoregressions. Va...
AbstractWe propose a sequential procedure for detecting a possible changepoint in a random sequence ...
AbstractThe investigation about the problem of detection of a point of change in ARMA parameters has...
AbstractWe study the detection of a possible change in a stationary autoregressive process of order ...
grantor: University of TorontoThe problem of change detection is about quick detection of ...
grantor: University of TorontoThe problem of change detection is about quick detection of ...
We consider some tests to detect a change-point in a multiple linear regression model. The tests are...
AbstractWe consider estimates motivated by extreme value theory for the correlation parameter of a f...
AbstractIn this paper, a new asymptotic theory is developed for nearly nonstationary autoregressive ...
AbstractWe study the problem of estimating autoregressive parameters when the observations are from ...
AbstractWe study the asymptotic behaviour of U-statistics type processes which can be used for detec...
We study a family of Lp-functionals of the weighted CUSUM test statistic to detect the presence of c...
This thesis is devoted to the study of some asymptotic properties of the $p-$th order \textit{autore...
AbstractThe residual processes of a stationary AR(p) process and of polynomial regression are consid...
This thesis is concerned with the sequential detection of gradual changes in the location of a stoch...
The main subject of this thesis is a change point detection in stationary vector autoregressions. Va...
AbstractWe propose a sequential procedure for detecting a possible changepoint in a random sequence ...
AbstractThe investigation about the problem of detection of a point of change in ARMA parameters has...
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