On the detection of changes in autoregressive time series. I: Asymptotics. (Q872083)
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scientific article; zbMATH DE number 5137616
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| English | On the detection of changes in autoregressive time series. I: Asymptotics. |
scientific article; zbMATH DE number 5137616 |
Statements
On the detection of changes in autoregressive time series. I: Asymptotics. (English)
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27 March 2007
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change point analysis
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time series
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extreme value asymptotics
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0.8863246440887451
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0.8712725043296814
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0.8711212277412415
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0.8578451871871948
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