Doukhan, Paul Fokianos, Konstantinos Tjøstheim, Dag On weak dependence conditions for Poisson autoregressions, Statistics & Probability Letters, Volume 82 (2012) no. Chu, Chia-Shang James Stinchcombe, Maxwell White, Halbert Monitoring structural change, Econometrica: Journal of the Econometric Society (1996), pp. Csörgö, Miklós Horváth, Lajos Limit theorems in change-point analysis, Wiley New York, 1997 Basseville, Michèle Nikiforov, Igor V Detection of abrupt changes: theory and application, 104, Prentice Hall Englewood Cliffs, 1993 #Sequential testing of poisson process seriesBardet, Jean-Marc Kengne, William Wintenberger, Olivier Multiple breaks detection in general causal time series using penalized quasi-likelihood, Electronic Journal of Statistics, Volume 6 (2012), pp. Bardet, Jean-Marc Kengne, William Monitoring procedure for parameter change in causal time series, Journal of Multivariate Analysis, Volume 125 (2014), pp. Convergence of probability Measures (1968) Berkes, István Gombay, Edit Horváth, Lajos Kokoszka, Piotr Sequential change-point detection in GARCH (p, q) models, Econometric Theory, Volume 20 (2004) no. Aue, Alexander Horváth, Lajos Reimherr, Matthew L Delay times of sequential procedures for multiple time series regression models, Journal of Econometrics, Volume 149 (2009) no. Aue, Alexander Horváth, Lajos Hušková, Marie Kokoszka, Piotr Change-point monitoring in linear models, The Econometrics Journal, Volume 9 (2006) no. Aue, Alexander Hörmann, Siegfried Horváth, Lajos Reimherr, Matthew Break detection in the covariance structure of multivariate time series models, The Annals of Statistics, Volume 37 (2009) no.
0 Comments
Leave a Reply. |
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |