Detection of change-points in a noisy autoregression process

zbMath1107.62357MaRDI QIDQ1883783

Yu. B. Burkatovskaya, S. E. Vorobeichikov

Publication date: 13 October 2004

Published in: Automation and Remote Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential statistical analysis (62L10)

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