Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Muci Peng"'
Publikováno v:
AIMS Mathematics, Vol 7, Iss 4, Pp 6467-6477 (2022)
In this paper, we propose a Dickey-Fuller difference statistic to sequentially detect the change-point that shift from an unit root process to a long-memory process. The limiting distribution of monitoring statistic under the unit root process null h
Externí odkaz:
https://doaj.org/article/87214a5b8dc749578902d02a12792093
Publikováno v:
Communications in Statistics - Simulation and Computation. :1-14
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::693f5cd1da89a5f8815c5acbd01f9628
https://doi.org/10.1080/03610918.2022.2077958
https://doi.org/10.1080/03610918.2022.2077958