Change detection in autoregressive time series (Q2476146): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Testing for a change in the parameter values and order of an autoregressive model / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Sequential Procedures for Detecting Parameter Changes in a Time-Series Model / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4348180 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3326516 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Inference about the change-point in a sequence of random variables / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: \(U\)-statistics for change under alternatives / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3274495 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Testing and estimating change-points in time series / rank | |||
Normal rank |
Latest revision as of 18:07, 27 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Change detection in autoregressive time series |
scientific article |
Statements
Change detection in autoregressive time series (English)
0 references
11 March 2008
0 references
time series
0 references
efficient score vector
0 references
strong approximation
0 references
invariance
0 references
principles
0 references
Brownian bridge
0 references