Pages that link to "Item:Q872083"
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The following pages link to On the detection of changes in autoregressive time series. I: Asymptotics. (Q872083):
Displayed 5 items.
- Monitoring parameter change in AR\((p)\) time series models (Q1002353) (← links)
- Testing for changes in the covariance structure of linear processes (Q1011543) (← links)
- Testing the stability of the functional autoregressive process (Q1049540) (← links)
- On the detection of changes in autoregressive time series. II: Resampling procedures (Q2480024) (← links)
- A surveillance procedure for random walks based on local linear estimation (Q3569204) (← links)