Monitoring parameter change for time series models with application to location-Scale heteroscedastic models

DOI10.1080/00949655.2022.2086983OpenAlexW4283330759MaRDI QIDQ5879914

Chang Kyeom Kim, Sangyeol Lee

Publication date: 7 March 2023

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2022.2086983

zbMATH Keywords

statistical process controlconditional quantilesmonitoring parameter changeCUSUM monitoringlocation-scale time series models

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Monitoring parameter change for bivariate time series models of counts

Uses Software

• CAViaR

Cites Work

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