Change‐point monitoring in linear models (Q3422390)

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Change‐point monitoring in linear models
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    title
    Change‐point monitoring in linear models (English)
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    author
    Alexander Aue
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    Lajos Horváth
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    Marie Hušková
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    Piotr S. Kokoszka
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    publication date
    13 February 2007
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    Mathematics Subject Classification ID
    62J05
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    62M10
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    62P20
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    zbMATH DE Number
    5125610
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    zbMATH Keywords
    heteroskedastic errors
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    prediction errors
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    on-line change-point detection
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    residuals
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