parameter change test Latest Research Papers

Recent progress in parameter change test for integer-valued time series models

Journal of the Korean Statistical Society ◽

10.1007/s42952-020-00102-4 ◽

2021 ◽

Author(s):

Sangyeol Lee ◽

Byungsoo Kim

Keyword(s):

Time Series ◽

Recent Progress ◽

Time Series Models ◽

Parameter Change ◽

Parameter Change Test

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Parameter change test for location‐scale time series models with heteroscedasticity based on bootstrap

Applied Stochastic Models in Business and Industry ◽

10.1002/asmb.2482 ◽

2019 ◽

Vol 35 (6) ◽

pp. 1322-1343 ◽

Cited By ~ 1

Author(s):

Haejune Oh ◽

Sangyeol Lee

Keyword(s):

Time Series ◽

Time Series Models ◽

Parameter Change ◽

Parameter Change Test

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Parameter change test for periodic integer-valued autoregressive process

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2019.1584309 ◽

2019 ◽

Vol 49 (12) ◽

pp. 2898-2912 ◽

Cited By ~ 1

Author(s):

GangHyok Yu ◽

SongGuk Kim

Keyword(s):

Autoregressive Process ◽

Parameter Change ◽

Parameter Change Test

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On Parameter Change Test for ARMA Models with Martingale Difference Errors

Predictive Econometrics and Big Data - Studies in Computational Intelligence ◽

10.1007/978-3-319-70942-0_17 ◽

2017 ◽

pp. 246-254 ◽

Cited By ~ 1

Author(s):

Haejune Oh ◽

Sangyeol Lee

Keyword(s):

Martingale Difference ◽

Arma Models ◽

Parameter Change ◽

Parameter Change Test

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Asymptotic normality and parameter change test for bivariate Poisson INGARCH models

Test ◽

10.1007/s11749-016-0510-6 ◽

2016 ◽

Vol 27 (1) ◽

pp. 52-69 ◽

Cited By ~ 7

Author(s):

Youngmi Lee ◽

Sangyeol Lee ◽

Dag Tjøstheim

Keyword(s):

Asymptotic Normality ◽

Parameter Change ◽

Parameter Change Test

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Parameter change test for zero-inflated generalized Poisson autoregressive models

Statistics ◽

10.1080/02331888.2015.1083020 ◽

2015 ◽

Vol 50 (3) ◽

pp. 540-557 ◽

Cited By ~ 19

Author(s):

Sangyeol Lee ◽

Youngmi Lee ◽

Cathy W.S. Chen

Keyword(s):

Autoregressive Models ◽

Parameter Change ◽

Generalized Poisson ◽

Parameter Change Test

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Parameter change test for autoregressive conditional duration models

Annals of the Institute of Statistical Mathematics ◽

10.1007/s10463-015-0541-x ◽

2015 ◽

Vol 68 (3) ◽

pp. 621-637 ◽

Cited By ~ 4

Author(s):

Sangyeol Lee ◽

Haejune Oh

Keyword(s):

Duration Models ◽

Parameter Change ◽

Parameter Change Test ◽

Autoregressive Conditional Duration

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Robust parameter change test for Poisson autoregressive models

Statistics & Probability Letters ◽

10.1016/j.spl.2015.04.027 ◽

2015 ◽

Vol 104 ◽

pp. 14-21 ◽

Cited By ~ 7

Author(s):

Jiwon Kang ◽

Junmo Song

Keyword(s):

Autoregressive Models ◽

Parameter Change ◽

Parameter Change Test ◽

Robust Parameter

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Copula parameter change test for nonlinear AR models with nonlinear GARCH errors

Statistical Methodology ◽

10.1016/j.stamet.2014.12.001 ◽

2015 ◽

Vol 25 ◽

pp. 1-22 ◽

Cited By ~ 4

Author(s):

Sangyeol Lee ◽

Byungsoo Kim

Keyword(s):

Parameter Change ◽

Copula Parameter ◽

Parameter Change Test ◽

Ar Models

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PARAMETER CHANGE TEST FOR NONLINEAR TIME SERIES MODELS WITH GARCH TYPE ERRORS

Journal of the Korean Mathematical Society ◽

10.4134/jkms.2015.52.3.503 ◽

2015 ◽

Vol 52 (3) ◽

pp. 503-522 ◽

Cited By ~ 13

Author(s):

Jiyeon Lee ◽

Sangyeol Lee

Keyword(s):

Time Series ◽

Nonlinear Time Series ◽

Time Series Models ◽

Parameter Change ◽

Parameter Change Test

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parameter change test
Recently Published Documents

TOTAL DOCUMENTS

H-INDEX

Recent progress in parameter change test for integer-valued time series models

Parameter change test for location‐scale time series models with heteroscedasticity based on bootstrap

Parameter change test for periodic integer-valued autoregressive process

On Parameter Change Test for ARMA Models with Martingale Difference Errors

Asymptotic normality and parameter change test for bivariate Poisson INGARCH models

Parameter change test for zero-inflated generalized Poisson autoregressive models

Parameter change test for autoregressive conditional duration models

Robust parameter change test for Poisson autoregressive models

Copula parameter change test for nonlinear AR models with nonlinear GARCH errors

PARAMETER CHANGE TEST FOR NONLINEAR TIME SERIES MODELS WITH GARCH TYPE ERRORS

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parameter change testRecently Published Documents

TOTAL DOCUMENTS

H-INDEX

Recent progress in parameter change test for integer-valued time series models

Parameter change test for location‐scale time series models with heteroscedasticity based on bootstrap

Parameter change test for periodic integer-valued autoregressive process

On Parameter Change Test for ARMA Models with Martingale Difference Errors

Asymptotic normality and parameter change test for bivariate Poisson INGARCH models

Parameter change test for zero-inflated generalized Poisson autoregressive models

Parameter change test for autoregressive conditional duration models

Robust parameter change test for Poisson autoregressive models

Copula parameter change test for nonlinear AR models with nonlinear GARCH errors

PARAMETER CHANGE TEST FOR NONLINEAR TIME SERIES MODELS WITH GARCH TYPE ERRORS

parameter change test
Recently Published Documents