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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2023
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| Materias: | |
| 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 |