Sequential Tests and Change Detection in the Covariance Structure of Weakly Stationary Time Series
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Publication:3645012
DOI10.1080/03610920902947204zbMath1175.62082OpenAlexW2009929112MaRDI QIDQ3645012
Publication date: 16 November 2009
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920902947204
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)
Related Items (4)
Unnamed Item ⋮ Change-point analysis in increasing dimension ⋮ Sequential confidence intervals for time series ⋮ Reaction times of monitoring schemes for ARMA time series
Cites Work
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