Robust Methods for Detection of Shifts of the Innovation Variance of a Time Series (Q3851481): Difference between revisions
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Robust Methods for Detection of Shifts of the Innovation Variance of a Time Series | |||
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Robust Methods for Detection of Shifts of the Innovation Variance of a Time Series (English) | |||
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Latest revision as of 20:57, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Methods for Detection of Shifts of the Innovation Variance of a Time Series |
scientific article |
Statements
1979
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detection of shifts
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variance of time series
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Pitman asymptotic relative efficiency
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power functions
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Box-Andersen test
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autoregressive process
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robust test
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jackknife
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asymptotic distribution
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Monte Carlo
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Robust Methods for Detection of Shifts of the Innovation Variance of a Time Series (English)
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