Reaction times of monitoring schemes for ARMA time series
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Publication:2348744
DOI10.3150/14-BEJ604zbMath1388.62246arXiv1506.00859OpenAlexW3105088290MaRDI QIDQ2348744
Stefan Fremdt, Christopher Dienes, Alexander Aue, Josef G. Steinebach
Publication date: 15 June 2015
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1506.00859
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential statistical analysis (62L10)
Related Items (6)
Parameter change tests for ARMA-GARCH models ⋮ Sequential change point detection in ARMA-GARCH models ⋮ Monitoring multivariate time series ⋮ Extensions of some classical methods in change point analysis ⋮ A new approach for open‐end sequential change point monitoring ⋮ Page's sequential procedure for change-point detection in time series regression
Uses Software
Cites Work
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