Title of article
Covariance changes detection in multivariate time series
Author/Authors
Pedro Galeano، نويسنده , , Daniel Pe?a، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
18
From page
194
To page
211
Keywords
Cusum statistic , VARMA models , Step changes , Likelihood ratio test statistic , Heteroskedasticity
Journal title
Journal of Statistical Planning and Inference
Serial Year
2007
Journal title
Journal of Statistical Planning and Inference
Record number
220300
Link To Document