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TESTING FOR PARAMETER CONSTANCY USING CHEBYSHEV TIME POLYNOMIALS

✍ Scribed by LUIS F. MARTINS


Book ID
115226862
Publisher
John Wiley and Sons
Year
2012
Tongue
English
Weight
156 KB
Volume
81
Category
Article
ISSN
1463-6786

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Environmental data collected over time can often be described by models with parameters changing suddenly at some unknown point in time. In statistical literature, problems concerning the estimation and testing for the validity of such models are collectively referred to as `change-point problems'.