Monitoring procedure for parameter change in causal time series (Q2637611)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Monitoring procedure for parameter change in causal time series
scientific article

    Statements

    Monitoring procedure for parameter change in causal time series (English)
    0 references
    0 references
    0 references
    13 February 2014
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    sequential change detection
    0 references
    change-points
    0 references
    causal processes
    0 references
    quasi-maximum likelihood estimators
    0 references
    weak convergence
    0 references
    0 references
    0 references
    0 references
    0 references