Monitoring Distributional Changes in Autoregressive Models (Q3645021): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 12:06, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Monitoring Distributional Changes in Autoregressive Models |
scientific article |
Statements
Monitoring Distributional Changes in Autoregressive Models (English)
0 references
16 November 2009
0 references
autoregressive models
0 references
distributional changes
0 references
monitoring parameter changes
0 references
residual-based sequential empirical process
0 references
strong approximation
0 references