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A Robust Cusum Test for SETAR-Type Nonlinearity in Time Series

Thesis (M.S.) -- Worcester Polytechnic Institute. / Keywords: robust; CUSUM test; SETAR; nonlinearity. Includes bibliographical references (p. 79-82 ).

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/61135489
Date January 2005
CreatorsUrsan, Alina Maria.
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceLink to electronic thesis.

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