Bootstrap procedures for online monitoring of changes in autoregressive models (Q2821014)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6627951
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Bootstrap procedures for online monitoring of changes in autoregressive models |
scientific article; zbMATH DE number 6627951 |
Statements
Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models (English)
0 references
16 September 2016
0 references
bootstrap
0 references
change point analysis
0 references
empirical distribution function
0 references
robustness
0 references
time series
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8786963224411011
0 references
0.8732869029045105
0 references
0.8408673405647278
0 references
0.8385152816772461
0 references
