Test for change in the autocorrelation parameter for multiple time series - Landrito, Ian Miguelito D. (Quezon City University of the Philippines Diliman, 2020)
Includes UPSS OGS FORM 2c (STAT 300 FINAL DEFENSE).
Thesis
Includes bibliographical reference
Keywords: Autocorrelation (Statistics); Changepoint analysis; Backfitting algorithm; Sieve bootstrap