2 citations · 2 across the 3 of their papers we have counts for
3 papers
math.ST2023★ 2 cited
Kullback-Leibler Divergence and Akaike Information Criterion in General Hidden Markov Models
Cheng-Der Fuh, Chu-Lan Michael Kao, Tianxiao Pang
To characterize the Kullback-Leibler divergence and Fisher information in general parametrized hidden Markov models, in this paper, we first show that the log likelihood and its de…
stat.AP2016
Asymptotic Inference for AR(1) Penal Data
Jianfei Shen, Tianxiao Pang
A general asymptotic theory is given for the panel data AR(1) model with time series independent in different cross sections. The theory covers the cases of stationary process, nea…
math.ST2013
Asymptotic inferences for an AR(1) model with a change point: stationary and nearly non-stationary cases
Pang Tianxiao, Zhang Danna, Chong Terence Tai-Leung
This paper examines the asymptotic inference for AR(1) models with a possible structural break in the AR parameter near the unity at an unknown time . Consider the model…