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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
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Masters Theses
1
Year
2005
1
Creator
Ursan, Alina Maria
1
Advisor
Petruccelli, Joseph D.
1
Contributor
Petruccelli, Joseph D.
1
Unit (Department)
Mathematical Sciences
1
Publisher
Worcester Polytechnic Institute
1
Resource type
Thesis
1
