A Note on Change Point Detection Using Weighted Least Square
نویسندگان
چکیده
منابع مشابه
A Note on Change Point Detection Using Weighted Least Square
This paper is concerned with the application of weighted least square method in change point analysis. Testing shift in the mean normal observations with time varying variances as well as of a GARCH time series are considered. For both cases, the weighted estimators are given and their asymptotic behaviors are studied. It is also described that how the resampling methods like Monte Carlo and bo...
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ژورنال
عنوان ژورنال: Applied Mathematics
سال: 2011
ISSN: 2152-7385,2152-7393
DOI: 10.4236/am.2011.210182