test for parameter change Latest Research Papers

Test for parameter change in the presence of outliers: the density power divergence-based approach

Journal of Statistical Computation and Simulation ◽

10.1080/00949655.2020.1842407 ◽

2020 ◽

pp. 1-24

Author(s):

Junmo Song ◽

Jiwon Kang

Keyword(s):

Parameter Change ◽

Density Power Divergence ◽

Power Divergence ◽

Test For Parameter Change

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Score test for parameter change in Poisson autoregressive models

Economics Letters ◽

10.1016/j.econlet.2017.08.021 ◽

2017 ◽

Vol 160 ◽

pp. 33-37 ◽

Cited By ~ 3

Author(s):

Jiwon Kang ◽

Junmo Song

Keyword(s):

Score Test ◽

Autoregressive Models ◽

Parameter Change ◽

Test For Parameter Change

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Residual Based Cusum Test for Parameter Change in AR-GARCH Models

Modeling Dependence in Econometrics - Advances in Intelligent Systems and Computing ◽

10.1007/978-3-319-03395-2_6 ◽

2014 ◽

pp. 101-111 ◽

Cited By ~ 4

Author(s):

Sangyeol Lee ◽

Jiyeon Lee

Keyword(s):

Garch Models ◽

Cusum Test ◽

Parameter Change ◽

Test For Parameter Change

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A test for parameter change in general causal time series using quasi-likelihood estimator

Comptes Rendus Mathematique ◽

10.1016/j.crma.2012.03.001 ◽

2012 ◽

Vol 350 (5-6) ◽

pp. 307-312

Author(s):

William Charky Kengne

Keyword(s):

Time Series ◽

Parameter Change ◽

Likelihood Estimator ◽

Test For Parameter Change

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Asymptotically distribution free test for parameter change in a diffusion process model

Annals of the Institute of Statistical Mathematics ◽

10.1007/s10463-011-0345-6 ◽

2011 ◽

Vol 64 (5) ◽

pp. 911-918 ◽

Cited By ~ 6

Author(s):

Ilia Negri ◽

Yoichi Nishiyama

Keyword(s):

Diffusion Process ◽

Process Model ◽

Parameter Change ◽

Distribution Free ◽

Asymptotically Distribution Free Test ◽

Asymptotically Distribution Free ◽

Test For Parameter Change

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Test for parameter change in discretely observed diffusion processes

Statistical Inference for Stochastic Processes ◽

10.1007/s11203-008-9033-4 ◽

2009 ◽

Vol 12 (2) ◽

pp. 165-183 ◽

Cited By ~ 12

Author(s):

Junmo Song ◽

Sangyeol Lee

Keyword(s):

Diffusion Processes ◽

Parameter Change ◽

Test For Parameter Change

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Test for parameter change in ARMA models with GARCH innovations

Statistics & Probability Letters ◽

10.1016/j.spl.2008.01.068 ◽

2008 ◽

Vol 78 (13) ◽

pp. 1990-1998 ◽

Cited By ~ 17

Author(s):

Sangyeol Lee ◽

Junmo Song

Keyword(s):

Arma Models ◽

Parameter Change ◽

Test For Parameter Change

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Test for Parameter Change in Linear Processes Based on Whittle's Estimator

Communication in Statistics- Theory and Methods ◽

10.1080/03610920601143881 ◽

2007 ◽

Vol 36 (11) ◽

pp. 2129-2141 ◽

Cited By ~ 1

Author(s):

Taewook Lee ◽

Sangyeol Lee

Keyword(s):

Parameter Change ◽

Linear Processes ◽

Test For Parameter Change

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Test for Parameter Change in ARIMA Models

Communications in Statistics - Simulation and Computation ◽

10.1080/03610910600591537 ◽

2006 ◽

Vol 35 (2) ◽

pp. 429-439 ◽

Cited By ~ 6

Author(s):

Sangyeol Lee ◽

Siyun Park ◽

Koichi Maekawa ◽

Ken-Ichi Kawai

Keyword(s):

Arima Models ◽

Parameter Change ◽

Test For Parameter Change

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Test for Parameter Change in Diffusion Processes by Cusum Statistics Based on One-step Estimators

Annals of the Institute of Statistical Mathematics ◽

10.1007/s10463-006-0037-9 ◽

2006 ◽

Vol 58 (2) ◽

pp. 211-222 ◽

Cited By ~ 27

Author(s):

Sangyeol Lee ◽

Yoichi Nishiyama ◽

Nakahiro Yoshida

Keyword(s):

Diffusion Processes ◽

Parameter Change ◽

One Step ◽

Test For Parameter Change

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test for parameter change
Recently Published Documents

TOTAL DOCUMENTS

H-INDEX

Test for parameter change in the presence of outliers: the density power divergence-based approach

Score test for parameter change in Poisson autoregressive models

Residual Based Cusum Test for Parameter Change in AR-GARCH Models

A test for parameter change in general causal time series using quasi-likelihood estimator

Asymptotically distribution free test for parameter change in a diffusion process model

Test for parameter change in discretely observed diffusion processes

Test for parameter change in ARMA models with GARCH innovations

Test for Parameter Change in Linear Processes Based on Whittle's Estimator

Test for Parameter Change in ARIMA Models

Test for Parameter Change in Diffusion Processes by Cusum Statistics Based on One-step Estimators

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test for parameter changeRecently Published Documents

TOTAL DOCUMENTS

H-INDEX

Test for parameter change in the presence of outliers: the density power divergence-based approach

Score test for parameter change in Poisson autoregressive models

Residual Based Cusum Test for Parameter Change in AR-GARCH Models

A test for parameter change in general causal time series using quasi-likelihood estimator

Asymptotically distribution free test for parameter change in a diffusion process model

Test for parameter change in discretely observed diffusion processes

Test for parameter change in ARMA models with GARCH innovations

Test for Parameter Change in Linear Processes Based on Whittle's Estimator

Test for Parameter Change in ARIMA Models

Test for Parameter Change in Diffusion Processes by Cusum Statistics Based on One-step Estimators

test for parameter change
Recently Published Documents