The effect of serial correlation on tests for parameter change at unknown time (Q2366758): Difference between revisions
From MaRDI portal
Created a new Item |
Normalize DOI. |
||
| (5 intermediate revisions by 4 users not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1214/aos/1176349042 / rank | |||
| Property / author | |||
| Property / author: Ian B. MacNeill / rank | |||
| Property / author | |||
| Property / author: Ian B. MacNeill / rank | |||
Normal rank | |||
| 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 | |||
| Property / DOI | |||
| Property / DOI: 10.1214/AOS/1176349042 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 05:41, 18 December 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
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
