Change in autoregressive processes

DOI10.1016/0304-4149(93)90026-ZzbMath0769.62067MaRDI QIDQ1208942

Lajos Horváth

Publication date: 16 May 1993

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(93)90026-z

zbMATH Keywords

strong approximation; change-point; stationary autoregressive process; Lp-functionals; residual sums; weighted supremum

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62F03: Parametric hypothesis testing

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