A new sequential test for detection of a point of change in ARMA parameters
type: Item
instance of: scholarly article
title: A new sequential test for detection of a point of change in ARMA parameters
zbMATH Open document ID: 0697.62076
DOI: 10.1016/0898-1221(90)90099-6
publication date: 1990-01-01T00:00:00Z
Mathematics Subject Classification ID: 62L10
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 4143289
zbMATH Keywords: detection of change point
zbMATH Keywords: general ARMA model
author: Rachid Souidi
MaRDI profile type: Publication
full work available at URL: 0898-1221(90)90099-6
OpenAlex ID: W2048385748
cites work: Testing and estimating change-points in time series
cites work: Sequential Procedures for Detecting Parameter Changes in a Time-Series Model
cites work: Q4137964
cites work: Q5725155
cites work: Inference about the change-point from cumulative sum tests
published in: Computers & Mathematics with Applications
description: scientific article; zbMATH DE number 4143289