Structural Change Monitoring for Random Coefficient Autoregressive Time Series (Q5259144)

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scientific article; zbMATH DE number 6449795
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Structural Change Monitoring for Random Coefficient Autoregressive Time Series
scientific article; zbMATH DE number 6449795

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    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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