Sequential change point test in the presence of outliers: the density power divergence based approach
DOI10.1214/21-EJS1868zbMath1472.62131arXiv2008.02365OpenAlexW3179629708MaRDI QIDQ2044423
Publication date: 9 August 2021
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.02365
outlierstime seriesGARCH modelsdensity power divergencerobust testsequential change detectionmonitoring parameter change
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric robustness (62G35) Statistics of extreme values; tail inference (62G32) Sequential statistical analysis (62L10)
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Cites Work
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