نتایج جستجو برای: autoregressive models

تعداد نتایج: 916101  

Journal: :Journal of Statistical Theory and Practice 2008

Journal: :Environmental Modelling & Software 2012

Journal: :Communications for Statistical Applications and Methods 2018

Journal: :Journal of Business & Economic Statistics 2022

We propose a family of CUSUM-based statistics to detect the presence changepoints in deterministic part autoregressive parameter Random Coefficient Autoregressive (RCA) sequence. Our tests can be applied irrespective whether sequence is stationary or not, and no prior knowledge stationarity lack thereof required. Similarly, our even when error term stochastic coefficient are non iid, covering c...

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