2 citations · 2 across the 2 of their papers we have counts for
2 papers
math.PR2016★ 2 cited
Structure of continuous-time ARMA process driven by semi-Levy measure
N. Modarresi, S. Rezakhah, S. Shoaee
A class of continuous-time autoregressive moving average (CARMA) process driven by simple semi-Levy measure is defined and its properties are studied. We discuss some new insights…
math.ST2012
The CUSUM test for detecting structural changes in strong mixing processes
Fatemeh Azizzadeh, Saeid Rezakhah
Strong mixing property holds for a broad class of linear and nonlinear time series models such as ARMA and GARCH models. In this article we study correlation structure of strong mi…