A combined SR-CUSUM procedure for detecting common changes in panel data (Q5076901)
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scientific article; zbMATH DE number 7528160
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| English | A combined SR-CUSUM procedure for detecting common changes in panel data |
scientific article; zbMATH DE number 7528160 |
Statements
A combined SR-CUSUM procedure for detecting common changes in panel data (English)
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17 May 2022
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change-point detection
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common change
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exponential family
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local score test
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Shiryayev-Roberts process
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0.870175302028656
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0.8203529715538025
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0.8203502297401428
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0.8194901943206787
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0.8152575492858887
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