The Cusum Test for Parameter Change in Time Series Models
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Publication:4828219
DOI10.1111/1467-9469.00364zbMath1053.62085OpenAlexW2171141055MaRDI QIDQ4828219
Jeongcheol Ha, Seongryong Na, Sangyeol Lee, Okyoung Na
Publication date: 24 November 2004
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9469.00364
asymptotic distributionCUSUM statisticschange-point detectionrandom coefficient autoregerssive model
Estimation and detection in stochastic control theory (93E10) Markov processes: hypothesis testing (62M02)
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