A combined SR-CUSUM procedure for detecting common changes in panel data (Q5076901)
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scientific article; zbMATH DE number 7528160
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A combined SR-CUSUM procedure for detecting common changes in panel data |
scientific article; zbMATH DE number 7528160 |
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A combined SR-CUSUM procedure for detecting common changes in panel data (English)
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17 May 2022
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change-point detection
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common change
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exponential family
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local score test
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Shiryayev-Roberts process
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