\(L_p\)-functionals for change point detection in random coefficient autoregressive models (Q6137828)
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scientific article; zbMATH DE number 7733981
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| English | \(L_p\)-functionals for change point detection in random coefficient autoregressive models |
scientific article; zbMATH DE number 7733981 |
Statements
\(L_p\)-functionals for change point detection in random coefficient autoregressive models (English)
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4 September 2023
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changepoint problem
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weighted CUSUM process
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random coefficient autoregression
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Darling-Erdős theorem
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0.818783700466156
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0.8164845705032349
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0.8161094188690186
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0.7998135685920715
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0.798715353012085
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