Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series
| Year of publication: |
2018
|
|---|---|
| Authors: | Bücher, Axel ; Fermanian, Jean‐David ; Kojadinovic, Ivan |
| Published in: |
Journal of Time Series Analysis. - Wiley, ISSN 1467-9892, ZDB-ID 1473831-4. - Vol. 40.2018, 1 (23.10.), p. 124-150
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/jtsa.12431 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012094955