Monitoring Distributional Changes in Autoregressive Models (Q3645021)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Monitoring Distributional Changes in Autoregressive Models
scientific article

    Statements

    Monitoring Distributional Changes in Autoregressive Models (English)
    0 references
    0 references
    0 references
    0 references
    16 November 2009
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    autoregressive models
    0 references
    distributional changes
    0 references
    monitoring parameter changes
    0 references
    residual-based sequential empirical process
    0 references
    strong approximation
    0 references
    0 references