Sequential monitoring for changes from stationarity to mild non-stationarity (Q2295810)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential monitoring for changes from stationarity to mild non-stationarity |
scientific article |
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Sequential monitoring for changes from stationarity to mild non-stationarity (English)
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17 February 2020
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change point detection
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stationarity testing
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normal approximation
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non-stationary ARMA time series
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non-stationary GARCH time series
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