Monitoring parameter change in AR\((p)\) time series models (Q1002353)
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scientific article; zbMATH DE number 5518841
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monitoring parameter change in AR\((p)\) time series models |
scientific article; zbMATH DE number 5518841 |
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Monitoring parameter change in AR\((p)\) time series models (English)
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25 February 2009
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change point
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efficient score vector
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Page's CUSUM test
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sequential test
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strong approximations
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time series
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