On Guaranteed Sequential Change Point Detection for TAR(1)/ARCH(1) Process (Q3463538)
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scientific article; zbMATH DE number 6532597
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| English | On Guaranteed Sequential Change Point Detection for TAR(1)/ARCH(1) Process |
scientific article; zbMATH DE number 6532597 |
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On Guaranteed Sequential Change Point Detection for TAR(1)/ARCH(1) Process (English)
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19 January 2016
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TAR/ARCH
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guaranteed parameter estimation
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change point detection
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0.8793411
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0.8740534
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0.86619556
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0.8660103
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0.86558616
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0.8546029
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