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Asymptotic Inferences for an AR(1) Model with a Change Point: Stationary and Nearly Non-stationary Cases

机译：具有变化点的aR（1）模型的渐近推论：静态和近非平稳情形

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Pang Tianxiao; Zhang Danna; Chong Terence Tai-Leung;
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1. ASYMPTOTIC INFERENCES FOR AN AR(1) MODEL WITH A CHANGE POINT: STATIONARY AND NEARLY NON-STATIONARY CASES [J] . TIANXIAO PANG, DANNA ZHANG, TERENCE TAI-LEUNG CHONG Journal of Time Series Analysis . 2014,第2期

机译：具有变化点的AR（1）模型的渐近推论：平稳和几乎非平稳的情况
2. Asymptotic Inference for the Weak Stationary Double AR(1) Model [J] . Fang Chang, Augustine C. M. Wong, Yanyan Wu Open Journal of Statistics . 2012,第2期

机译：平稳双AR（1）模型的渐近推断
3. Asymptotic Inferences for an AR(1) Model with a Change Point and Possibly Infinite Variance [J] . Pang Tianxiao, Zhang Danna Communications in Statistics . 2015,第22a24期

机译：具有变化点的AR（1）模型的渐近推论和可能无限差异
4. A Rapid Adaptation Algorithm for Tracking Highly Non-Stationary Noises Based on Bayesian Inference for On-Line Spectral Change Point Detection [C] . Foezur Rahman Chowdhury, Sid-Ahmed Selouani, Douglas OShaughnessy Annual conference of the International Speech Communication Association;INTERSPEECH 2011 . 2011

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5. Modeling of stationary and non-stationary hydrologic processes. [D] . Sveinsson, Oli Gretar Blondal. 2002

机译：固定和非固定水文过程的建模。
6. Higher-Order Correlations in Non-Stationary Parallel Spike Trains: Statistical Modeling and Inference [O] . Benjamin Staude, Sonja Grün, Stefan Rotter 2010

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7. Asymptotic inferences for an AR(1) model with a change point: stationary and nearly non-stationary cases [O] . Tianxiao, Pang, Danna, Zhang, Tai-Leung, Chong Terence 2013

机译：具有变化点的aR（1）模型的渐近推论：静止几乎是非静止的情况

Asymptotic Inferences for an AR(1) Model with a Change Point: Stationary and Nearly Non-stationary Cases

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