Monitoring Distributional Changes in Autoregressive Models (Q3645021): Difference between revisions

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+https://doi.org/10.1080/03610920902947261
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+W2095490019
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+Weak convergence of the sequential empirical processes of residuals in ARMA models
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+SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
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+Monitoring Structural Change
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+Q4348180
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+On residual empirical processes of stochastic regression models with applications to time series
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+The Cusum Test for Parameter Change in Time Series Models
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+Test for parameter change in diffusion processes by CUSUM statistics based on one-step estimators
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+MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST
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+On studentizing a test for structural change
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+The effect of serial correlation on tests for parameter change at unknown time
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