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Filtering by: Keyword cusum test 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