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Communications in Statistics - Simulation and Computation Volume 35, 2006 - Issue 2
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Time Series Analysis

Test for Parameter Change in ARIMA Models

Sangyeol Lee Department of Statistics, Seoul National University, Seoul, Korea
,
Siyun Park Department of Statistics and Acturial Science, University of Iowa, Iowa City, Iowa, USA
,
Koichi Maekawa Department of Economics, Hiroshima University, Hiroshima, JapanCorrespondence[email protected]
&
Ken-Ichi Kawai Graduate School of Social Sciences, Hiroshima University, Hiroshima, Japan
Pages 429-439 | Received 15 Aug 2005, Accepted 15 Oct 2005, Published online: 15 Feb 2007

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Hsin-Hung Chen, Mingchih Chen & Chun-Cheng Chiu. (2016) The Integration of Artificial Neural Networks and Text Mining to Forecast Gold Futures Prices. Communications in Statistics - Simulation and Computation 45:4, pages 1213-1225.
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Taewook Lee & Sangyeol Lee. (2007) Test for Parameter Change in Linear Processes Based on Whittle's Estimator. Communications in Statistics - Theory and Methods 36:11, pages 2129-2141.
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Articles from other publishers (5)

Arnab Banerjee, Moitreyee Chakrabarty, Gautam Bandyopadhyay, Priti Kumar Roy & Santanu Ray. (2020) Forecasting environmental factors and zooplankton of Bakreswar reservoir in India using time series model. Ecological Informatics 60, pages 101157.
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Marcos F.S.V. D'Angelo, Reinaldo M. Palhares, Renato D. Maia, João B. Mendes, Petr Ya. Ekel, Camila K.S. Cangussu & Lucas A. Aguiar. (2016) MONITORING THE STATOR CURRENT IN INDUCTION MACHINES FOR POSSIBLE FAULT DETECTION: A FUZZY/BAYESIAN APPROACH FOR THE PROBLEM OF TIME SERIES MULTIPLE CHANGE POINT DETECTION. Pesquisa Operacional 36:2, pages 301-320.
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Marcos Flávio S.V. D'Angelo, Reinaldo M. Palhares, Ricardo H.C. Takahashi & Rosangela H. Loschi. (2011) A fuzzy/Bayesian approach for the time series change point detection problem. Pesquisa Operacional 31:2, pages 217-234.
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R.M. Palhares, M.F.S.V. D'Angelo, R.H. Loschi & R.H.C. Takahashi. (2011) Fuzzy/Bayesian change point detection approach to incipient fault detection. IET Control Theory & Applications 5:4, pages 539-551.
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Marcos F.S.V. D’Angelo, Reinaldo M. Palhares, Ricardo H.C. Takahashi, Rosângela H. Loschi, Lane M.R. Baccarini & Walmir M. Caminhas. (2011) Incipient fault detection in induction machine stator-winding using a fuzzy-Bayesian change point detection approach. Applied Soft Computing 11:1, pages 179-192.
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