Matches in SemOpenAlex for { <https://semopenalex.org/work/W2023409553> ?p ?o ?g. }
Showing items 1 to 84 of
84
with 100 items per page.
- W2023409553 endingPage "439" @default.
- W2023409553 startingPage "429" @default.
- W2023409553 abstract "ABSTRACT In this article we consider the problem of testing for parameter changes in ARIMA models based on the cusum test. The proposed test procedure is applicable to testing for the change from stationary models to non stationary models, and vice versa. The idea is to transform the time series via differencing to make the whole time series as a combination of stationary subseries. For this task, we propose a graphical method to identify the right order of differencing. Then the cusum test statistic proposed by Lee et al. (Citation2003) is constructed based the differenced time series. Simulation study and real data analysis are provided for illustration. Keywords: ARIMA modelAutocovariance functionBrownian bridgeCUSUM testGraphical methodTest for parameter changesMathematics Subject Classification: 62M1062G10 Acknowledgments The first author wishes to acknowledge that this research was supported by Korea Research Foundation Grant 2003-070-C00008. The third author acknowledges the support from Grant-in Aid for Scientific Research 14330005." @default.
- W2023409553 created "2016-06-24" @default.
- W2023409553 creator A5005719191 @default.
- W2023409553 creator A5027042429 @default.
- W2023409553 creator A5030665757 @default.
- W2023409553 creator A5007045075 @default.
- W2023409553 date "2006-07-01" @default.
- W2023409553 modified "2023-10-09" @default.
- W2023409553 title "Test for Parameter Change in ARIMA Models" @default.
- W2023409553 cites W1522812023 @default.
- W2023409553 cites W2021046067 @default.
- W2023409553 cites W2050665784 @default.
- W2023409553 cites W2051189161 @default.
- W2023409553 cites W2056075622 @default.
- W2023409553 cites W2105284151 @default.
- W2023409553 cites W2162783005 @default.
- W2023409553 cites W2171141055 @default.
- W2023409553 cites W2375947209 @default.
- W2023409553 doi "https://doi.org/10.1080/03610910600591537" @default.
- W2023409553 hasPublicationYear "2006" @default.
- W2023409553 type Work @default.
- W2023409553 sameAs 2023409553 @default.
- W2023409553 citedByCount "8" @default.
- W2023409553 countsByYear W20234095532014 @default.
- W2023409553 countsByYear W20234095532016 @default.
- W2023409553 countsByYear W20234095532020 @default.
- W2023409553 crossrefType "journal-article" @default.
- W2023409553 hasAuthorship W2023409553A5005719191 @default.
- W2023409553 hasAuthorship W2023409553A5007045075 @default.
- W2023409553 hasAuthorship W2023409553A5027042429 @default.
- W2023409553 hasAuthorship W2023409553A5030665757 @default.
- W2023409553 hasBestOaLocation W20234095532 @default.
- W2023409553 hasConcept C105795698 @default.
- W2023409553 hasConcept C119857082 @default.
- W2023409553 hasConcept C143724316 @default.
- W2023409553 hasConcept C149782125 @default.
- W2023409553 hasConcept C151406439 @default.
- W2023409553 hasConcept C151730666 @default.
- W2023409553 hasConcept C169857963 @default.
- W2023409553 hasConcept C178518018 @default.
- W2023409553 hasConcept C24338571 @default.
- W2023409553 hasConcept C2777267654 @default.
- W2023409553 hasConcept C33923547 @default.
- W2023409553 hasConcept C41008148 @default.
- W2023409553 hasConcept C86803240 @default.
- W2023409553 hasConcept C87007009 @default.
- W2023409553 hasConcept C89128539 @default.
- W2023409553 hasConceptScore W2023409553C105795698 @default.
- W2023409553 hasConceptScore W2023409553C119857082 @default.
- W2023409553 hasConceptScore W2023409553C143724316 @default.
- W2023409553 hasConceptScore W2023409553C149782125 @default.
- W2023409553 hasConceptScore W2023409553C151406439 @default.
- W2023409553 hasConceptScore W2023409553C151730666 @default.
- W2023409553 hasConceptScore W2023409553C169857963 @default.
- W2023409553 hasConceptScore W2023409553C178518018 @default.
- W2023409553 hasConceptScore W2023409553C24338571 @default.
- W2023409553 hasConceptScore W2023409553C2777267654 @default.
- W2023409553 hasConceptScore W2023409553C33923547 @default.
- W2023409553 hasConceptScore W2023409553C41008148 @default.
- W2023409553 hasConceptScore W2023409553C86803240 @default.
- W2023409553 hasConceptScore W2023409553C87007009 @default.
- W2023409553 hasConceptScore W2023409553C89128539 @default.
- W2023409553 hasIssue "2" @default.
- W2023409553 hasLocation W20234095531 @default.
- W2023409553 hasLocation W20234095532 @default.
- W2023409553 hasOpenAccess W2023409553 @default.
- W2023409553 hasPrimaryLocation W20234095531 @default.
- W2023409553 hasRelatedWork W1826709224 @default.
- W2023409553 hasRelatedWork W1970221037 @default.
- W2023409553 hasRelatedWork W2112011896 @default.
- W2023409553 hasRelatedWork W2135903028 @default.
- W2023409553 hasRelatedWork W2473219317 @default.
- W2023409553 hasRelatedWork W2488034322 @default.
- W2023409553 hasRelatedWork W2919042 @default.
- W2023409553 hasRelatedWork W2957280400 @default.
- W2023409553 hasRelatedWork W3015822731 @default.
- W2023409553 hasRelatedWork W4386776152 @default.
- W2023409553 hasVolume "35" @default.
- W2023409553 isParatext "false" @default.
- W2023409553 isRetracted "false" @default.
- W2023409553 magId "2023409553" @default.
- W2023409553 workType "article" @default.