OpenAlex
The CUSUM Test for Detecting Structural Changes in Strong Mixing Processes
Work
Year: 2014
Type: article
Abstract: Strong mixing property holds for a broad class of linear and nonlinear time series models such as Auto-Regressive Moving Average Processes and Generalized Auto-Regressive Conditional Heteroscedasticit... more
Source: Communication in Statistics- Theory and Methods
Authors Fatemeh Azizzadeh, Saeid Rezakhah
Institutions Amirkabir University of Technology, Institute for Research in Fundamental Sciences
Cites: 27
Cited by: 5
Related to: 10
FWCI: 0.661
Citation percentile (by year/subfield): 64.61
Topic: Metallurgical Processes and Thermodynamics
Subfield: Mechanical Engineering
Field: Engineering
Domain: Physical Sciences
Open Access status: green