scientific article; zbMATH DE number 7339842
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Publication:4986380
zbMath1466.62308MaRDI QIDQ4986380
Ngai Hang Chan, Chun Yip Yau, Wai Leong Ng
Publication date: 27 April 2021
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
pairwise likelihoodARMA-GARCH modelstochastic volatility modelquickest detectionsequential monitoringon-line detection
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Sequential estimation (62L12)
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Rank-based change-point analysis for long-range dependent time series ⋮ A Unified Framework for Change Point Detection in High-Dimensional Linear Models ⋮ Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach
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