Testing Parameter Change in General Integer-Valued Time Series

Journal of Time Series Analysis ◽

10.1111/jtsa.12240 ◽

2017 ◽

Vol 38 (6) ◽

pp. 880-894 ◽

Author(s):

Mamadou Lamine Diop ◽

William Kengne

Keyword(s):

Time Series ◽

Parameter Change ◽

Testing Parameter

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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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A Recursive Algorithm for Adaptive Estimation and Parameter Change Detection of Time Series Models

Journal of the Operational Research Society ◽

10.2307/2582287 ◽

1986 ◽

Vol 37 (10) ◽

pp. 987

Author(s):

Tep Sastri

Keyword(s):

Time Series ◽

Change Detection ◽

Adaptive Estimation ◽

Recursive Algorithm ◽

Time Series Models ◽

Parameter Change

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Testing for parameter change epochs in GARCH time series

SSRN Electronic Journal ◽

10.2139/ssrn.3791556 ◽

2021 ◽

Author(s):

Weining Wang ◽

Wei Biao Wu ◽

Stefan Richter

Keyword(s):

Time Series ◽

Parameter Change

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Monitoring memory parameter change-points in long-memory time series

Empirical Economics ◽

10.1007/s00181-020-01840-4 ◽

2020 ◽

Author(s):

Zhanshou Chen ◽

Yanting Xiao ◽

Fuxiao Li

Keyword(s):

Time Series ◽

Long Memory ◽

Change Points ◽

Parameter Change ◽

Memory Time ◽

Memory Parameter

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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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A Recursive Algorithm for Adaptive Estimation and Parameter Change Detection of Time Series Models

Journal of the Operational Research Society ◽

10.1057/jors.1986.168 ◽

1986 ◽

Vol 37 (10) ◽

pp. 987-999 ◽

Author(s):

Tep Sastri

Keyword(s):

Time Series ◽

Change Detection ◽

Adaptive Estimation ◽

Recursive Algorithm ◽

Time Series Models ◽

Parameter Change

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Monitoring parameter change in AR(p) time series models

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2008.08.005 ◽

2009 ◽

Vol 100 (4) ◽

pp. 715-725 ◽

Author(s):

Edit Gombay ◽

Daniel Serban

Keyword(s):

Time Series ◽

Time Series Models ◽

Parameter Change ◽

Monitoring Parameter

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Monitoring parameter change for time series models with conditional heteroscedasticity

Economics Letters ◽

10.1016/j.econlet.2017.01.003 ◽

2017 ◽

Vol 152 ◽

pp. 66-70 ◽

Author(s):

Jaewon Huh ◽

Haejune Oh ◽

Sangyeol Lee

Keyword(s):

Time Series ◽

Time Series Models ◽

Parameter Change ◽

Conditional Heteroscedasticity ◽

Monitoring Parameter

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A robust approach for testing parameter change in Poisson autoregressive models

Journal of the Korean Statistical Society ◽

10.1007/s42952-020-00056-7 ◽

2020 ◽

Vol 49 (4) ◽

pp. 1285-1302 ◽

Author(s):

Jiwon Kang ◽

Junmo Song

Keyword(s):

Autoregressive Models ◽

Parameter Change ◽

Robust Approach ◽

Testing Parameter

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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 ◽

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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