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Description
  • The paper concerns M-type procedures for detection of changes in location models for dependent observations. CUSUM type test statistics are studied when the distribution of the error terms fulfills certain mixing conditions. Theoretical results are accompanied by a simulation study.
  • The paper concerns M-type procedures for detection of changes in location models for dependent observations. CUSUM type test statistics are studied when the distribution of the error terms fulfills certain mixing conditions. Theoretical results are accompanied by a simulation study. (en)
Title
  • M-procedures for detection of changes for dependent observations
  • M-procedures for detection of changes for dependent observations (en)
skos:prefLabel
  • M-procedures for detection of changes for dependent observations
  • M-procedures for detection of changes for dependent observations (en)
skos:notation
  • RIV/00216208:11320/09:00207126!RIV10-GA0-11320___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA201/09/0755), Z(MSM0021620839)
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 327866
http://linked.open...ai/riv/idVysledku
  • RIV/00216208:11320/09:00207126
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • M-procedures; detection; changes; dependent; observations (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [4F736FD42E68]
http://linked.open...v/mistoKonaniAkce
  • St. Petersburg
http://linked.open...i/riv/mistoVydani
  • St. Petersburg
http://linked.open...i/riv/nazevZdroje
  • Proceedings of the 6th St. Petersburg Workshop on Simulation
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Hušková, Marie
  • Marušiaková, Miriam
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
http://linked.open...n/vavai/riv/zamer
number of pages
http://purl.org/ne...btex#hasPublisher
  • VVM com. Ltd. Petrohrad
https://schema.org/isbn
  • 978-5-9651-0354-6
http://localhost/t...ganizacniJednotka
  • 11320
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