Publications
Detailed Information
Cusum of squares test for scale change in time series models : 시계열모형에서 스케일 변화에 대한 누적 제곱합 검정
Cited 0 time in
Web of Science
Cited 0 time in Scopus
- Authors
- Advisor
- 이상열
- Issue Date
- 2002
- Publisher
- 서울대학교 대학원
- Keywords
- Cusum of squares test ; 누적 제곱합 검정 ; change point problem ; 변화점 탐지 ; infinite order moving average process ; 무한차수 자기회귀 모형 ; a Brownian Bridge ; 믹싱게일 중심극한정리 ; mixingale central limit theorem
- Description
- Thesis (doctoral)--서울대학교 대학원 :통계학과,2002.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000060224
https://hdl.handle.net/10371/36936
- Files in This Item:
- There are no files associated with this item.
- Appears in Collections:
Item View & Download Count
Items in S-Space are protected by copyright, with all rights reserved, unless otherwise indicated.