Monitoring procedure for parameter change in causal time series (Q2637611)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monitoring procedure for parameter change in causal time series |
scientific article |
Statements
Monitoring procedure for parameter change in causal time series (English)
0 references
13 February 2014
0 references
sequential change detection
0 references
change-points
0 references
causal processes
0 references
quasi-maximum likelihood estimators
0 references
weak convergence
0 references
