Test for change in the autocorrelation parameter for multiple time series

Test for change in the autocorrelation parameter for multiple time series

Bibliografski detalji
Glavni autor: Landrito, Ian Miguelito D. (Autor)
Format: Knjiga
Jezik:English
Izdano: Quezon City University of the Philippines Diliman 2020
Teme:
Autocorrelation (Statistics)
Changepoint analysis.
Backfitting algorithm.
Sieve bootstrap.