Test for change in the autocorrelation parameter for multiple time series

Détails bibliographiques
Auteur principal:	Landrito, Ian Miguelito D. (Auteur)
Format:	Livre
Langue:	English
Publié:	Quezon City University of the Philippines Diliman 2020
Sujets:	Autocorrelation (Statistics) Changepoint analysis. Backfitting algorithm. Sieve bootstrap.