Q3486695 (Q3486695): Difference between revisions
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Latest revision as of 12:29, 5 March 2024
scientific article
Language | Label | Description | Also known as |
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English | No label defined |
scientific article |
Statements
1990
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change point
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nonlinearity
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nonstandard problem
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Ornstein-Uhlenbeck process
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null distribution
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likelihood ratio statistic
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threshold autoregression
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normally distributed noise
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nuisance parameter
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first- passage probability
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Gaussian process
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Brownian bridge
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asymptotic null distribution
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degrees of freedom
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time series
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