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Testing for parameter stability in nonlinear IDEAS/RePEc

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von C Kirch · · Zitiert von: 34 — Claudia Kirch; Joseph Tadjuidje Kamgaing. Registered: Abstract. No abstract is available for this item. Suggested Citation. Claudia Kirch & Joseph Tadjuidje ... › bla › jtsera

Handbook of Discrete-Valued Time Seriesgoogle.ch

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Detection of Change Points in Discrete-Valued Time Series Claudia Kirch and Joseph Tadjuidje Kamgaing Bayesian Modeling of Time ...

Handbook of Discrete-Valued Time Seriesbooks.google.cz › books

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219 Claudia Kirch and Joseph Tadjuidje Kamgaing Bayesian Modeling of Time Series of Counts with Business Applications Refik Soyer, Tevfik Aktekin, ...

Monitoring Time Series Based on Estimating Functions - Claudia Kirch,...

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Monitoring Time Series Based on Estimating Functions. Front Cover. Claudia Kirch, Joseph Tadjuidje Kamgaing. Technische Universität Kaiserslautern ...

An online approach to detecting changes in KLUEDOkluedo.ub.uni-kl.de › year › docId

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Claudia Kirch, Joseph Tadjuidje Kamgaing. In this paper we develop monitoring schemes for detecting structural changes in nonlinear ...

KLUEDO | An online approach to detecting changes in ...

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Claudia Kirch, Joseph Tadjuidje Kamgaing We approximate the regression function by a single layer feedforward neural network. We show that CUSUM-type tests based on cumulative sums of estimated residuals, that have been intensively studied for linear regression in both an offline as well as online setting, can be extended to this model.

A uniform central limit theorem for neural network based KLUEDOkluedo.ub.uni-kl.de › index › index › year › docId

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Claudia Kirch, Joseph Tadjuidje Kamgaing. We consider an autoregressive process with a nonlinear regression function that is modeled by a feedforward neural ...

Testing for parameter stability in nonlinear autoregressive modelskluedo.ub.uni-kl.de › rows › preprint › nav › next

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Claudia Kirch, Joseph Tadjuidje Kamgaing. In this paper we develop testing procedures for the detection of structural changes in nonlinear autoregressive ...

EconPapers: Testing for parameter stability in nonlinear...

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By Claudia Kirch and Joseph Tadjuidje Kamgaing; Testing for parameter stability in nonlinear autoregressive models.

Detection of Change Points in Discrete-Valued Time Series | 12www.taylorfrancis.com › chapters › edit › detection-...

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ByClaudia Kirch, Joseph Tadjuidje Kamgaing. BookHandbook of Discrete-Valued Time Series. Click here to navigate to parent product. Edition 1st Edition.

An online approach to detecting changes in nonlinear kluedoTechnische Universität Kaiserslautern

kluedo.ub.rptu.de

von C Kirch · · Zitiert von: 5 — Claudia Kirch, Joseph Tadjuidje Kamgaing. URN: urn:nbn:de:hbz:386-kluedo Serie (Series number):, Report in Wirtschaftsmathematik (WIMA ...

Handbook of Discrete-Valued Time Series

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Detection of Change Points in Discrete-Valued Time Series. Authored by: Claudia Kirch , Joseph Tadjuidje Kamgaing · Handbook of Discrete-Valued Time Series. › ...

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