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

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-.1016/j.jspi.2006.02.010
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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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+Testing for a change in the parameter values and order of an autoregressive model
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+Change in autoregressive processes
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+On the detection of changes in autoregressive time series. II: Resampling procedures
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@@ Property / DOI @@
+.1016/J.JSPI.2006.02.010
@@ Property / DOI: 10.1016/J.JSPI.2006.02.010 / rank @@
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