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Volumn 79, Issue 1, 2009, Pages 6-15

Inference for mean change-point in infinite variance A R (p) process

Author keywords

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Indexed keywords


EID: 56949083769     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2008.05.040     Document Type: Article
Times cited : (6)

References (13)
  • 1
    • 84981423142 scopus 로고
    • Least squares estimation of a shift in linear processes
    • Bai J.S. Least squares estimation of a shift in linear processes. Journal of Time Series Analysis 15 5 (1994) 453-472
    • (1994) Journal of Time Series Analysis , vol.15 , Issue.5 , pp. 453-472
    • Bai, J.S.1
  • 3
    • 0040713365 scopus 로고
    • Springer-Verlag, New York
    • Doukhan P. Mixing (1994), Springer-Verlag, New York
    • (1994) Mixing
    • Doukhan, P.1
  • 5
    • 30344432141 scopus 로고    scopus 로고
    • Truncating estimation for the mean change-point in heavy-tailed dependent observation
    • Han S., and Tian Z. Truncating estimation for the mean change-point in heavy-tailed dependent observation. Communication in Statistics: Theory and Methods 35 (2006) 43-52
    • (2006) Communication in Statistics: Theory and Methods , vol.35 , pp. 43-52
    • Han, S.1    Tian, Z.2
  • 7
    • 77956887957 scopus 로고
    • Inference about the change point in a sequence of random variables
    • Hinkley D. Inference about the change point in a sequence of random variables. Biometrica 57 (1970) 1-17
    • (1970) Biometrica , vol.57 , pp. 1-17
    • Hinkley, D.1
  • 10
    • 0000661999 scopus 로고    scopus 로고
    • Change-point estimation in ARCH model
    • Kokoszka P., and Leipus R. Change-point estimation in ARCH model. Bernoulli 6 3 (2000) 513-539
    • (2000) Bernoulli , vol.6 , Issue.3 , pp. 513-539
    • Kokoszka, P.1    Leipus, R.2
  • 11
    • 20744459274 scopus 로고    scopus 로고
    • Self-weighted least absolute deviation estimation for infinite variance autoregressive models
    • Ling S.Q. Self-weighted least absolute deviation estimation for infinite variance autoregressive models. Journal of the Royal Statistical Society, Series B 67 (2005) 381-393
    • (2005) Journal of the Royal Statistical Society, Series B , vol.67 , pp. 381-393
    • Ling, S.Q.1
  • 13
    • 0001464242 scopus 로고
    • Approximating the distribution of the ML estimate of the change-point in a sequence of independent r.v.'s
    • Yao Y.C. Approximating the distribution of the ML estimate of the change-point in a sequence of independent r.v.'s. Annals of Statistics 3 (1987) 1321-1328
    • (1987) Annals of Statistics , vol.3 , pp. 1321-1328
    • Yao, Y.C.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.