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Description
  • This article extends known results on M-procedures for detection of changes in a location model to the situation with dependent observations, particularly when the error terms fulfill alpha-mixing conditions. Theoretical results are accompanied by a simulation study. The results can be extended to more general models, however the proofs become more cumbersome.
  • This article extends known results on M-procedures for detection of changes in a location model to the situation with dependent observations, particularly when the error terms fulfill alpha-mixing conditions. Theoretical results are accompanied by a simulation study. The results can be extended to more general models, however the proofs become more cumbersome. (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/00216208:11320/12:10125624!RIV13-GA0-11320___
http://linked.open...avai/predkladatel
http://linked.open...avai/riv/aktivita
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  • I, P(GA201/09/0755)
http://linked.open...iv/cisloPeriodika
  • 7
http://linked.open...vai/riv/dodaniDat
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  • 152252
http://linked.open...ai/riv/idVysledku
  • RIV/00216208:11320/12:10125624
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • alpha-Mixing; M-test procedures; Change in location; INVARIANCE-PRINCIPLES (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • US - Spojené státy americké
http://linked.open...ontrolniKodProRIV
  • [D6867B2357C9]
http://linked.open...i/riv/nazevZdroje
  • Communications in Statistics Part B: Simulation and Computation
http://linked.open...in/vavai/riv/obor
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  • 41
http://linked.open...iv/tvurceVysledku
  • Hušková, Marie
  • Marusiakova, Miriam
http://linked.open...ain/vavai/riv/wos
  • 000304853800008
issn
  • 0361-0918
number of pages
http://bibframe.org/vocab/doi
  • 10.1080/03610918.2012.625790
http://localhost/t...ganizacniJednotka
  • 11320
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