Test for change in the autocorrelation parameter for multiple time series

Test for change in the autocorrelation parameter for multiple time series

Xehetasun bibliografikoak
Egile nagusia: Landrito, Ian Miguelito D. (Egilea)
Formatua: Liburua
Hizkuntza:English
Argitaratua: Quezon City University of the Philippines Diliman 2020
Gaiak:
Autocorrelation (Statistics)
Changepoint analysis.
Backfitting algorithm.
Sieve bootstrap.