Detection performance of likelihood ratio test for change points based on bootstrap for AR 1 models


YAZICI C., YOZGATLIGİL C., BATMAZ İ.

The 22nd International Conference on Computational Statistics, Oviedo, Spain, 23 - 26 August 2016

  • Publication Type: Conference Paper / Summary Text
  • City: Oviedo
  • Country: Spain
  • Middle East Technical University Affiliated: Yes