Monitoring changes in the error distribution of autoregressive models based on Fourier methods (Q1946878)

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scientific article; zbMATH DE number 6152577
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Monitoring changes in the error distribution of autoregressive models based on Fourier methods
scientific article; zbMATH DE number 6152577

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    Monitoring changes in the error distribution of autoregressive models based on Fourier methods (English)
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    10 April 2013
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    empirical characteristic function
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    change point analysis
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