LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES (Q4319842)
From MaRDI portal
scientific article; zbMATH DE number 711383
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES |
scientific article; zbMATH DE number 711383 |
Statements
LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES (English)
0 references
15 January 1995
0 references
pre-shift
0 references
generalized residuals
0 references
linear process of martingale differences
0 references
mean shift
0 references
unknown shift point
0 references
least squares
0 references
post-shift
0 references
consistency
0 references
rate of convergence
0 references
serial correlation
0 references
autoregressive moving average
0 references
overestimation
0 references
bias
0 references
order estimation
0 references
0 references
