Pages that link to "Item:Q2194049"
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The following pages link to Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise (Q2194049):
Displaying 7 items.
- Testing for mean reversion in processes of Ornstein-Uhlenbeck type (Q701963) (← links)
- Modified sign method for testing the fractality of Gaussian noise (Q950711) (← links)
- Change point testing for the drift parameters of a periodic mean reversion process (Q2450915) (← links)
- An alternative sequential method for the state estimation of a partially observed SETAR(1) process (Q2667617) (← links)
- Moment estimator for an AR(1) model driven by a long memory Gaussian noise (Q2676893) (← links)
- Darling-Erdös-type test for change detection in parameters and variance for stationary VAR models (Q2980079) (← links)
- Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise (Q6556772) (← links)
