Testing and estimating change-points in time series (Q3709708): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 12:24, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing and estimating change-points in time series |
scientific article |
Statements
Testing and estimating change-points in time series (English)
0 references
1985
0 references
change-point problem
0 references
failure in spectrum
0 references
stationary processes
0 references
Brownian motion
0 references
time series
0 references
covariance structure
0 references
Kolmogorov-Smirnov test
0 references
mean
0 references
autoregressive process
0 references
likelihood ratio test
0 references
asymptotic distribution of the maximum likelihood estimators
0 references
