Sequential Procedures for Detecting Parameter Changes in a Time-Series Model
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Publication:4148718
DOI10.2307/2286222zbMath0369.62101MaRDI QIDQ4148718
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Publication date: 1977
Full work available at URL: https://doi.org/10.2307/2286222
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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