The Cusum Test for Parameter Change in Time Series Models (Q4828219)
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scientific article; zbMATH DE number 2118825
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Cusum Test for Parameter Change in Time Series Models |
scientific article; zbMATH DE number 2118825 |
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The Cusum Test for Parameter Change in Time Series Models (English)
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24 November 2004
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change-point detection
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random coefficient autoregerssive model
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asymptotic distribution
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CUSUM statistics
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