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Change in autoregressive processes
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    Change in autoregressive processes (English)
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    16 May 1993
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    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.
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    change-point
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    strong approximation
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    Lp-functionals
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    stationary autoregressive process
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    weighted supremum
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    residual sums
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