eldorado.tu-dortmund.de/server/api/core/bitstreams/ec420861-78a4-4ffb-aaec-e1f7a6b59674/content
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 realizations [...] in a 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)
1
for t = [...] full K-sign depth of a model with model parameter θ in the realized time series (yt)t=−p+1,−p+2,...,0,1,2,...,T is the relative number of all sub- sets with K residuals so that the residuals have alternating …
