Structural change monitoring for random coefficient autoregressive time series (Q5259144)
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scientific article; zbMATH DE number 6449795
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| default for all languages | No label defined |
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| English | Structural change monitoring for random coefficient autoregressive time series |
scientific article; zbMATH DE number 6449795 |
Statements
Structural Change Monitoring for Random Coefficient Autoregressive Time Series (English)
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24 June 2015
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random coefficient autoregressive time series of order \(p\)
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change point monitoring
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boundary function
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0.8886650800704956
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0.8471654057502747
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0.8418638110160828
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0.7998135685920715
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0.7855854034423828
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