M-procedures for detection of changes for dependent observations
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F09%3A00207126" target="_blank" >RIV/00216208:11320/09:00207126 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
M-procedures for detection of changes for dependent observations
Original language 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.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA201%2F09%2F0755" target="_blank" >GA201/09/0755: Modelling nonhomogeneous time series</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2009
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of the 6th St. Petersburg Workshop on Simulation
ISBN
978-5-9651-0354-6
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
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Publisher name
VVM com. Ltd. Petrohrad
Place of publication
St. Petersburg
Event location
St. Petersburg
Event date
Jan 1, 2009
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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