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Showing 1 to 3 of 3 for “"Cusum Test"”.
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High-dimensional change point detection for mean and location parameters
… In the first part, we consider cumulative sum (CUSUM) statistics that are widely used in the change point inference and identification. We study two problems for high-dimensional mean vectors based on the $\ell^{\infty}$-norm of the CUSUM statistics. For the problem of testing for the existence …
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Examining the relationship between foreign investment flows and foreign exchange reserves in Namibia
… the simple regression method utilising unit root test techniques. Augmented Dickey Fuller (ADF) results showed that the two variables are stationary in levels suggesting that they are integrated of order zero. The Jarque-Bera Normality test rejected the null hypothesis at 5% and 10% that the …
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An analysis of the OPEC Reference Basket with regards to African Pricing and Spread to the WTI and Brent
… set and with the aid of a breakpoint unit root test and Cusum of Squared test to determine if there was a change in the persistence of the spread of each African benchmark relative to the global benchmarks. The results for from the unit root test indicated the presence of a structural break in …