Detecting changes in the ar parameters of a nonstationary arma process (Q3732797)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detecting changes in the ar parameters of a nonstationary arma process |
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Detecting changes in the ar parameters of a nonstationary arma process (English)
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1986
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non-stationary ARMA process
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detection of parameter change
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asymptotic normality
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change point
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instrumental variables method
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asymptotic distribution
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