| Title |
Testing the epidemic change in nearly nonstationary autoregressive processes |
| Authors |
Markevičiūtė, Jurgita ; Račkauskas, Alfredas ; Suquet, Charles |
| DOI |
10.15388/NA.2014.1.5 |
| Full Text |
|
| Is Part of |
Nonlinear analysis: modelling and control.. Vilnius : Vilniaus universiteto leidykla. 2014, vol. 19, no. 1, p. 67-82.. ISSN 1392-5113. eISSN 2335-8963 |
| Keywords [eng] |
autoregressive process ; epidemic change ; uniform increments statistics ; test power analysis |
| Abstract [eng] |
Some tests for an epidemic type change in a first order nearly nonstationary autoregressive process are investigated. Limit distributions of the tests are found under no change. Consistency is examined under short epidemics in the mean of innovations. |
| Published |
Vilnius : Vilniaus universiteto leidykla |
| Type |
Journal article |
| Language |
English |
| Publication date |
2014 |
| CC license |
|
