Testing for a change in the parameter values and order of an autoregressive model (Q1895360)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for a change in the parameter values and order of an autoregressive model |
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Testing for a change in the parameter values and order of an autoregressive model (English)
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18 October 1995
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change point problem
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strong mixing
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autoregressive model
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normalized Gaussian likelihood ratio test statistic
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Gumbel extreme value distribution
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asymptotically distribution-free procedure
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white noise variance
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order
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asymptotic null distribution
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