Change in autoregressive processes (Q1208942): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/0304-4149(93)90026-z / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2070950559 / rank | |||
Normal rank |
Latest revision as of 08:54, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Change in autoregressive processes |
scientific article |
Statements
Change in autoregressive processes (English)
0 references
16 May 1993
0 references
The paper studies the detection of a possible change in a stationary autoregressive process of order \(r\). The test statistics are based on weighted supremum and \(L_ p\)-functionals of the residual sums. Some limit theorems are proven under necessary and sufficient conditions.
0 references
change-point
0 references
strong approximation
0 references
Lp-functionals
0 references
stationary autoregressive process
0 references
weighted supremum
0 references
residual sums
0 references
0 references
0 references