Monitoring changes in the error distribution of autoregressive models based on Fourier methods (Q1946878)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monitoring changes in the error distribution of autoregressive models based on Fourier methods |
scientific article |
Statements
Monitoring changes in the error distribution of autoregressive models based on Fourier methods (English)
0 references
10 April 2013
0 references
empirical characteristic function
0 references
change point analysis
0 references
0 references
