Location and scale-based CUSUM test with application to autoregressive models (Q5033423)
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scientific article; zbMATH DE number 7480208
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| English | Location and scale-based CUSUM test with application to autoregressive models |
scientific article; zbMATH DE number 7480208 |
Statements
Location and scale-based CUSUM test with application to autoregressive models (English)
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23 February 2022
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parameter change test
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location and scale-based CUSUM test
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vector AR model
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ARMA model
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infinite order AR model
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