On the detection of changes in autoregressive time series. I: Asymptotics. (Q872083)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the detection of changes in autoregressive time series. I: Asymptotics. |
scientific article |
Statements
On the detection of changes in autoregressive time series. I: Asymptotics. (English)
0 references
27 March 2007
0 references
change point analysis
0 references
time series
0 references
extreme value asymptotics
0 references
0 references
