The effect of serial correlation on tests for parameter change at unknown time (Q2366758): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
Set OpenAlex properties.
(One intermediate revision by one other user not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1214/aos/1176349042 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2067981067 / rank
 
Normal rank

Revision as of 23:22, 19 March 2024

scientific article
Language Label Description Also known as
English
The effect of serial correlation on tests for parameter change at unknown time
scientific article

    Statements

    The effect of serial correlation on tests for parameter change at unknown time (English)
    0 references
    0 references
    0 references
    23 August 1993
    0 references
    cumulative sums
    0 references
    residuals processes
    0 references
    partial sums
    0 references
    deff
    0 references
    serial correlation
    0 references
    distributions of change-point statistics
    0 references
    type 1 error rates
    0 references
    low frequency spectral mass
    0 references
    high frequency mass
    0 references
    spectral density
    0 references
    noise process
    0 references
    design effect
    0 references
    adjustments to change-point test statistics
    0 references
    regression models
    0 references
    stationary time series
    0 references
    general linear regression models
    0 references
    stationary error structure
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references