Test for Parameter Change in ARIMA Models (Q5481629)
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scientific article; zbMATH DE number 5044979
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Test for Parameter Change in ARIMA Models |
scientific article; zbMATH DE number 5044979 |
Statements
Test for Parameter Change in ARIMA Models (English)
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10 August 2006
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ARIMA model
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autocovariance function
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Brownian bridge
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CUSUM test
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graphical method
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test for parameter changes
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0.93978095
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0.92071307
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0.9199204
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0.91329205
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0.90527976
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0.89495915
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