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20132023
most citedKullback-Leibler Divergence and Akaike Information Criterion in General Hidden Markov Models

2 citations · 2 across the 3 of their papers we have counts for

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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…