Index Catalog // Digital WPI

Start Over

Filtering by: Creator Ursan, Alina Maria Publisher Worcester Polytechnic Institute

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

Keyword:

cusum test, setar, robust, and nonlinearity

Creator:

Ursan, Alina Maria

Advisor:

Petruccelli, Joseph D.

Publisher:

Worcester Polytechnic Institute

Date Created:

2005-05-31

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences