Testing and estimating change-points in time series (Q3709708): Difference between revisions
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Latest revision as of 01:38, 20 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)
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1985
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change-point problem
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failure in spectrum
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stationary processes
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Brownian motion
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time series
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covariance structure
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Kolmogorov-Smirnov test
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mean
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autoregressive process
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likelihood ratio test
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asymptotic distribution of the maximum likelihood estimators
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