The effect of serial correlation on tests for parameter change at unknown time (Q2366758): Difference between revisions
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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)
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23 August 1993
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cumulative sums
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residuals processes
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partial sums
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deff
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serial correlation
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distributions of change-point statistics
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type 1 error rates
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low frequency spectral mass
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high frequency mass
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spectral density
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noise process
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design effect
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adjustments to change-point test statistics
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regression models
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stationary time series
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general linear regression models
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stationary error structure
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