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Mean shift testing in correlated data - MaRDI portal

Mean shift testing in correlated data (Q5495695)

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scientific article; zbMATH DE number 6325663
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English
Mean shift testing in correlated data
scientific article; zbMATH DE number 6325663

    Statements

    title
    Mean shift testing in correlated data (English)
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    author
    Michael Robbins
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    Colin M. Gallagher
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    Alexander Aue
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    Robert B. Lund
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    publication date
    6 August 2014
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    zbMATH Keywords
    ARMA series
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    Brownian bridge
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    changepoints
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    CUSUM
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    likelihood ratio
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    cites work
    Q4082864
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    Q5478309
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62M07
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    62L10
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    62P12
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    zbMATH DE Number
    6325663
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    OpenAlex ID
    W1578984877
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