High Moment Partial Sum Processes of Residuals in ARMA Models and their Applications (Q5430492)
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scientific article; zbMATH DE number 5220229
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High Moment Partial Sum Processes of Residuals in ARMA Models and their Applications |
scientific article; zbMATH DE number 5220229 |
Statements
High Moment Partial Sum Processes of Residuals in ARMA Models and their Applications (English)
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16 December 2007
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change-point detection
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CUSUM
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Jarque-Bera test
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kernel density estimation
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sample skewness
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sample curtosis
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