Change detection in autoregressive time series (Q2476146)
From MaRDI portal
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