Test for Parameter Change in Linear Processes Based on Whittle's Estimator (Q5421563)
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scientific article; zbMATH DE number 5204478
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Test for Parameter Change in Linear Processes Based on Whittle's Estimator |
scientific article; zbMATH DE number 5204478 |
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Test for Parameter Change in Linear Processes Based on Whittle's Estimator (English)
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24 October 2007
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Brownian bridge
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CUSUM test
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linear process
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test for parameter change
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weak convergence
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