A multiple window scan statistic for time series models
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ناشر:
سال
: 2014شناسه الکترونیک: 10.1016/j.spl.2014.07.025
کلیدواژه(گان): ARMA models,Gaussian white noise,Minimum P,Moving sum,Multiple window scanning
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A multiple window scan statistic for time series models
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contributor author | Wang, Xiao - Zhao, Bo - Glaz, Joseph | |
date accessioned | 2020-03-12T16:46:53Z | |
date available | 2020-03-12T16:46:53Z | |
date issued | 2014 | |
identifier issn | 0167-7152 | |
identifier other | 10.1016-j.spl.2014.07.025.pdf | |
identifier uri | https://libsearch.um.ac.ir:443/fum/handle/fum/932971 | |
format | general | |
language | English | |
publisher | Elsevier Science | |
title | A multiple window scan statistic for time series models | |
type | Journal Paper | |
contenttype | Metadata Only | |
identifier padid | 7680461 | |
subject keywords | ARMA models | |
subject keywords | Gaussian white noise | |
subject keywords | Minimum P | |
subject keywords | Moving sum | |
subject keywords | Multiple window scanning | |
identifier doi | 10.1016/j.spl.2014.07.025 | |
journal title | Statistics & Probability Letters | |
journal volume | 94 | |
journal issue | 0 | |
filesize | 370187 | |
citations | 0 |