Testing epidemic change in nearly nonstationary process with statistics based on residuals (Q1685200)
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scientific article; zbMATH DE number 6818143
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| English | Testing epidemic change in nearly nonstationary process with statistics based on residuals |
scientific article; zbMATH DE number 6818143 |
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Testing epidemic change in nearly nonstationary process with statistics based on residuals (English)
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13 December 2017
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autoregressive process
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epidemic change
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regular variation
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Brownian motion
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uniform increments statistics
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0.9005810022354126
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0.8982411026954651
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0.8209004402160645
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0.8207924962043762
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0.8178039789199829
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