Sequential change point test in the presence of outliers: the density power divergence based approach (Q2044423)
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| Language | Label | Description | Also known as |
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| English | Sequential change point test in the presence of outliers: the density power divergence based approach |
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Sequential change point test in the presence of outliers: the density power divergence based approach (English)
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9 August 2021
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sequential change detection
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monitoring parameter change
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robust test
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outliers
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density power divergence
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time series
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GARCH models
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