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scholarly journals Testing AR(1) model

2021 ◽  
Vol 47 ◽  
Author(s):  
Irma Rastenė
Keyword(s):  
Partial Sums ◽  
Test Statistics ◽  
Changed Segment

In this paper we investigate a simple AR(1) model by testing a presence of changed segment in a data. We suggest test statistics based on a behavior of partial sums of residuals.

Estimating a Changed Segment in a Sample

2007 ◽  
Vol 97 (1-3) ◽  
pp. 189-210 ◽  
Author(s):  
Alfredas Račkauskas ◽  
Charles Suquet
Keyword(s):  
Changed Segment

Detecting and Locating a Changed Segment in a Binomial Sequence: Comparison

2005 ◽  
Vol 10 (2) ◽  
pp. 171-192 ◽  
Author(s):  
D. Zuokas
Keyword(s):  
Monte Carlo ◽  
Asymptotic Behavior ◽  
Sequence Analysis ◽  
Monte Carlo Simulations ◽  
Dna Sequence ◽  
Sequence Comparison ◽  
Deoxyribonucleic Acid ◽  
Dna Sequence Analysis ◽  
Changed Segment ◽  
The Given

A class of tests for testing a changed segment in a binomial sequence is proposed and an asymptotic behavior is established. A consistent procedure of estimating the length of a changed segment is proposed. The performance of two tests from the given class is compared by Monte-Carlo simulations. The results are applied for the non-coding deoxyribonucleic acid (DNA) sequence analysis.

Off-Line Testing for a Changed Segment in the Sample Variance

2005 ◽  
Vol 45 (2) ◽  
pp. 200-216 ◽  
Author(s):  
A. Rackauskas ◽  
D. Zuokas
Keyword(s):  
Sample Variance ◽  
Changed Segment

Power of the scan statistic in detecting a changed segment in a Bernoulli sequence

Biometrika ◽  
1994 ◽  
Vol 81 (3) ◽  
pp. 595-601 ◽  
Author(s):  
SYLVAN WALLENSTEIN ◽  
JOSEPH NAUS ◽  
JOSEPH GLAZ
Keyword(s):  
Scan Statistic ◽  
Bernoulli Sequence ◽  
Changed Segment

Locating a changed segment in a sequence of Bernoulli variables

Biometrika ◽  
1990 ◽  
Vol 77 (2) ◽  
pp. 295-304 ◽  
Author(s):  
YUN-XIN FU ◽  
R. N. CURNOW
Keyword(s):  
Changed Segment ◽  
Bernoulli Variables
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