Detecting Autocovariance Change in Time Series

By Wisam Yaghi

A new test to detect changes in the covariance structure of a time series is developed. The test does not involve direct fitting of an assumed model for the time series. It is based on detecting... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3639172906
• ISBN13: 9783639172904
• Release Date: July 2009
• Publisher: VDM Verlag
• Length: 104 Pages
• Weight: 0.36 lbs.
• Dimensions: 0.3" x 6.0" x 9.0"