An efficient algorithm to estimate the change in variance
Year of publication: |
2018
|
---|---|
Authors: | Qin, Ruibing ; Ma, Junjie |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 168.2018, p. 15-17
|
Subject: | Change point | CUSUM estimator | Linear processes | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
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