Darling-Erdös-type test for change detection in parameters and variance for stationary VAR models (Q2980079)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Darling-Erdös-type test for change detection in parameters and variance for stationary VAR models |
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Darling-Erdös-type test for change detection in parameters and variance for stationary VAR models (English)
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27 April 2017
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hypotheses testing
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change detection
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stationary VAR models
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Gumbel distribution
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