On the use of estimating functions in monitoring time series for change points
DOI10.1016/j.jspi.2014.12.009zbMath1311.62122OpenAlexW1991344051MaRDI QIDQ2344391
Claudia Kirch, Joseph Tadjuidje Kamgaing
Publication date: 15 May 2015
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2014.12.009
autoregressive time seriesnonlinear regressionnonparametric regressionsequential testinteger-valued time serieschange analysis
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential statistical analysis (62L10) Neural nets and related approaches to inference from stochastic processes (62M45)
Related Items (15)
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