A multiple window scan statistic for time series models
Publisher:
Year
: 2014DOI: 10.1016/j.spl.2014.07.025
Keyword(s): 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?locale-attribute=en | |
| 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 |