High Moment Partial Sum Processes of Residuals in ARMA Models and their Applications (Q5430492): Difference between revisions

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Latest revision as of 14:15, 27 June 2024

scientific article; zbMATH DE number 5220229
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English
High Moment Partial Sum Processes of Residuals in ARMA Models and their Applications
scientific article; zbMATH DE number 5220229

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    High Moment Partial Sum Processes of Residuals in ARMA Models and their Applications (English)
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    16 December 2007
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    change-point detection
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    CUSUM
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    Jarque-Bera test
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    kernel density estimation
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    sample skewness
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    sample curtosis
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