Test for change in the autocorrelation parameter for multiple time series

Detalles Bibliográficos
Autor Principal:	Landrito, Ian Miguelito D. (Author)
Formato:	Libro
Idioma:	inglés
Publicado:	Quezon City University of the Philippines Diliman 2020
Subjects:	Autocorrelation (Statistics) Changepoint analysis. Backfitting algorithm. Sieve bootstrap.