Fourier Methods for Sequential Change Point Analysis in Autoregressive Models
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Publication:3298505
DOI10.1007/978-3-7908-2604-3_50zbMath1436.62426OpenAlexW2171896706MaRDI QIDQ3298505
Claudia Kirch, Marie Hušková, Simos G. Meintanis
Publication date: 14 July 2020
Published in: Proceedings of COMPSTAT'2010 (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-7908-2604-3_50
Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential statistical analysis (62L10)
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