Test for change in the autocorrelation parameter for multiple time series

Dades bibliogràfiques
Autor principal:	Landrito, Ian Miguelito D. (Autor)
Format:	Llibre
Idioma:	English
Publicat:	Quezon City University of the Philippines Diliman 2020
Matèries:	Autocorrelation (Statistics) Changepoint analysis. Backfitting algorithm. Sieve bootstrap.