\(L_p\)-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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\(L_p\)-functionals for change point detection in random coefficient autoregressive models
scientific article; zbMATH DE number 7733981

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    \(L_p\)-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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