A note on approximating distribution functions of cusum and cusumsq tests (Q3168627)
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English | A note on approximating distribution functions of cusum and cusumsq tests |
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A note on approximating distribution functions of cusum and cusumsq tests (English)
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19 April 2011
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change point
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Chi-square distribution
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leading distribution function
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autoregressive model
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Hansen polynomials
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least square
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