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1. A Robust Cusum Test for SETAR-Type Nonlinearity in Time Series

Stichwort:: cusum test, setar, robust, and nonlinearity
Schöpfer:: Ursan, Alina Maria
Advisor:: Petruccelli, Joseph D.
Herausgeber:: Worcester Polytechnic Institute
Datum erstellt:: 2005-05-31
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences