On Guaranteed Sequential Change Point Detection for TAR(1)/ARCH(1) Process (Q3463538)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Guaranteed Sequential Change Point Detection for TAR(1)/ARCH(1) Process |
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On Guaranteed Sequential Change Point Detection for TAR(1)/ARCH(1) Process (English)
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19 January 2016
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TAR/ARCH
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guaranteed parameter estimation
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change point detection
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