Detecting relevant changes in time series models (Q5378358)
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scientific article; zbMATH DE number 7065227
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Detecting relevant changes in time series models |
scientific article; zbMATH DE number 7065227 |
Statements
Detecting Relevant Changes in Time Series Models (English)
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12 June 2019
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change point analysis
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cumulative sum
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precise hypotheses
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relevant changes
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strong mixing
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weak convergence under the alternative
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0.8394144773483276
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0.8107168674468994
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0.8065745830535889
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0.7955430150032043
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