A multiple window scan statistic for time series models (Q467023)
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scientific article; zbMATH DE number 6363283
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A multiple window scan statistic for time series models |
scientific article; zbMATH DE number 6363283 |
Statements
A multiple window scan statistic for time series models (English)
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3 November 2014
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ARMA models
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Gaussian white noise
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minimum \(P\)-value statistic
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moving sum
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multiple window scanning
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0.8586471676826477
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0.8412891626358032
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0.8378869891166687
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0.8246752023696899
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0.8081213235855103
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