Monitoring changes in the error distribution of autoregressive models based on Fourier methods (Q1946878): Difference between revisions

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Property / DOI: 10.1007/s11749-011-0265-z / rank
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Latest revision as of 14:55, 16 December 2024

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Monitoring changes in the error distribution of autoregressive models based on Fourier methods
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    Monitoring changes in the error distribution of autoregressive models based on Fourier methods (English)
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    10 April 2013
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    empirical characteristic function
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    change point analysis
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