On the detection of changes in autoregressive time series. I: Asymptotics. (Q872083): Difference between revisions

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+ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS
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+Time series: theory and methods.
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+A Martingale Inequality and the Law of Large Numbers
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+Testing for a change in the parameter values and order of an autoregressive model
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+Q4884570
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+Change in autoregressive processes
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+The maximum likelihood method for testing changes in the parameters of normal observations
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+On the detection of changes in autoregressive time series. II: Resampling procedures
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+Change-point in the mean of dependent observations
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+Change-point estimation in ARCH models
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+On the residuals of autoregressive processes and polynomial regression
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