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]

@article{RiCL23,
  title = {Detecting Structural Change Point in ARMA Models via Neural Network Regression and LSCUSUM Methods},
  author = {Xi-hame Ri and Zhanshou Chen and Yan Liang},
  year = {2023},
  month = {January},
  doi = {10.3390/e25010133},
  url = {https://doi.org/10.3390/e25010133},
  researchr = {https://researchr.org/publication/RiCL23},
  cites = {0},
  citedby = {0},
  journal = {Entropy},
  volume = {25},
  number = {1},
  pages = {133},
}