Test for Parameter Change in Linear Processes Based on Whittle's Estimator

Author: Lee Taewook   Lee Sangyeol  

Publisher: Taylor & Francis Ltd

ISSN: 0361-0926

Source: Communications in Statistics: Theory and Methods, Vol.36, Iss.11, 2007-01, pp. : 2129-2141

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract