Detecting Structural Change Point in ARMA Models via Neural Network Regression and LSCUSUM Methods

This study considers the change point testing problem in autoregressive moving average (ARMA) [Formula: see text] models through the location and scale-based cumulative sum (LSCUSUM) method combined with neural network regression (NNR). We estimated the model parameters via the NNR method based on t...

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Detalles Bibliográficos
Autores principales: Ri, Xi-hame, Chen, Zhanshou, Liang, Yan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2023
Materias:
Essay
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9857603/
https://www.ncbi.nlm.nih.gov/pubmed/36673274
http://dx.doi.org/10.3390/e25010133

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9857603/
https://www.ncbi.nlm.nih.gov/pubmed/36673274
http://dx.doi.org/10.3390/e25010133

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