Page's sequential procedure for change-point detection in time series regression (Q5263973)
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scientific article; zbMATH DE number 6460255
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Page's sequential procedure for change-point detection in time series regression |
scientific article; zbMATH DE number 6460255 |
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Page's sequential procedure for change-point detection in time series regression (English)
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20 July 2015
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CUSUM
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linear model
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change-point
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sequential test
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invariance principle
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Fama-French model
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0.815886914730072
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0.8145684599876404
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0.8019015192985535
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0.7990021109580994
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0.7955685257911682
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