Monitoring Distributional Changes in Autoregressive Models (Q3645021): Difference between revisions
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scientific article
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English | Monitoring Distributional Changes in Autoregressive Models |
scientific article |
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Monitoring Distributional Changes in Autoregressive Models (English)
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16 November 2009
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autoregressive models
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distributional changes
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monitoring parameter changes
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residual-based sequential empirical process
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strong approximation
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