Monitoring parameter change in time series models (Q719010)
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scientific article; zbMATH DE number 5950642
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monitoring parameter change in time series models |
scientific article; zbMATH DE number 5950642 |
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Monitoring parameter change in time series models (English)
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27 September 2011
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autocovariance of linear processes
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GARCH models
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distributional changes
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