Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models
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Publication:2821014
DOI10.1080/03610918.2014.904346zbMath1351.62167OpenAlexW2284517803MaRDI QIDQ2821014
Zdeněk Hlávka, Simos G. Meintanis, Marie Hušková, Claudia Kirch
Publication date: 16 September 2016
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2014.904346
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09) Sequential statistical analysis (62L10)
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Uses Software
Cites Work
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