Open AccessSingle Change-point Tests for P-order Autoregressive Models
Author(s) -
Zixuan Liu,
Jeongcheol Ha
Publication year - 2019
Publication title -
quantitative bio-science
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2508-7185
pISSN - 2288-1344
DOI - 10.22283/qbs.2019.38.2.81
Subject(s) - autoregressive model , order (exchange) , star model , econometrics , point (geometry) , statistics , mathematics , autoregressive integrated moving average , time series , economics , geometry , finance