Testing for variance changes in autoregressive models with unknown order

ISSN： 1360-0532

Source： Journal of Applied Statistics, Vol.38, Iss.5, 2011-05, pp. : 927-936

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance

By Patilea Valentin Raïssi Hamdi

Journal of the American Statistical Association, Vol. 109, Iss. 507, 2014-07 ,pp. : 1099-1111

Taylor & Francis Ltd

Access to resources Recommend Favorite

Autoregressive Order Identification for VAR Models with Non Constant Variance

By Raïssi Hamdi

Communications in Statistics: Theory and Methods, Vol. 44, Iss. 10, 2015-05 ,pp. : 2059-2078

Taylor & Francis Ltd

Access to resources Recommend Favorite

Adaptive order selection for autoregressive models

By Chen Chun-Shu Lee Yun-Huan Hsu Hung-Wei

Journal of Statistical Computation and Simulation, Vol. 84, Iss. 9, 2014-09 ,pp. : 1963-1974

Taylor & Francis Ltd

Access to resources Recommend Favorite

Monitoring Distributional Changes in Autoregressive Models

By Lee Sangyeol Lee Youngmi Na Okyoung

Communications in Statistics: Theory and Methods, Vol. 38, Iss. 16-17, 2009-01 ,pp. : 2969-2982

Taylor & Francis Ltd

Access to resources Recommend Favorite

On Testing Changes in Autoregressive Parameters of a VAR Model

By Dvořák Marek Prášková Zuzana

Communications in Statistics: Theory and Methods, Vol. 42, Iss. 7, 2013-04 ,pp. : 1208-1226

Taylor & Francis Ltd

Access to resources Recommend Favorite