TESTING CHANGE-POINTS IN THE EXPLOSIVE GAUSSIAN AUTOREGRESSIVE PROCESSES (Q4715810)
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scientific article; zbMATH DE number 946918
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TESTING CHANGE-POINTS IN THE EXPLOSIVE GAUSSIAN AUTOREGRESSIVE PROCESSES |
scientific article; zbMATH DE number 946918 |
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TESTING CHANGE-POINTS IN THE EXPLOSIVE GAUSSIAN AUTOREGRESSIVE PROCESSES (English)
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23 March 1997
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change-points
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likelihood ratio test statistic
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functional limit theorem
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non-ergodic type time series
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covariance parameter
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explosive Gaussian autoregressive model
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normalization
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weighted likelihood ratio test
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simulation
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Kolmogorov distribution
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