Testing for variance changes in autoregressive models with unknown order (Q5124813): Difference between revisions

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+https://doi.org/10.1080/02664761003692399
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+W2056646609
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+Inferences about the parameters of a time series model with changing variance
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+Weak convergence of the sequential empirical processes of residuals in ARMA models
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+Sequential Procedures for Detecting Parameter Changes in a Time-Series Model
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+Robust Methods for Detection of Shifts of the Innovation Variance of a Time Series
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+Testing for a change in the parameter values and order of an autoregressive model
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+Change detection in autoregressive time series
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