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

Palabra clave:

cusum test, setar, robust, and nonlinearity

Creador:

Ursan, Alina Maria

Advisor:

Petruccelli, Joseph D.

Editor:

Worcester Polytechnic Institute

Fecha de Creacion:

2005-05-31

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences