eldorado.tu-dortmund.de/server/api/core/bitstreams/ec420861-78a4-4ffb-aaec-e1f7a6b59674/content
K-sign depth which is a measure of t of a given model. Let (yt)t=−p+1,−p+2,...,0,1,2,...,T be the realization of the time series (Yt)t=−p+1,−p+2,...,0,1,2,...,T satisfying (1) and r1(θ), . . . , rT (θ) the [...] correspond to the largest p-value (Figure 9) and smallest p-value (Figure 10) among all time series according
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to the two-sided full 3-depth test. Note that even the data with the smallest p-value is still tted [...] bridge monitoring.
1 Introduction
We consider here univariate time series (Yt)t=−p+1,−p+2,...,0,1,2,...,T given by
Yt = g(θ∗, Yt−p, . . . , Yt−2, Yt−1, Xt−q+1, . . . , Xt−1, Xt) +Wt (1)
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for t = 1, . . . , …
