A new sequential test for detection of a point of change in ARMA parameters (Q911195)
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scientific article; zbMATH DE number 4143289
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new sequential test for detection of a point of change in ARMA parameters |
scientific article; zbMATH DE number 4143289 |
Statements
A new sequential test for detection of a point of change in ARMA parameters (English)
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1990
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detection of change point
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general ARMA model
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