Detecting Structural Change Point in ARMA Models via Neural Network Regression and LSCUSUM Methods

Xi-hame Ri, Zhanshou Chen, Yan Liang. Detecting Structural Change Point in ARMA Models via Neural Network Regression and LSCUSUM Methods. Entropy, 25(1):133, January 2023. [doi]

Authors

Xi-hame Ri

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Zhanshou Chen

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Yan Liang

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