Monitoring parameter changes in RCA(\(p\)) models
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Publication:2513794
DOI10.1016/j.jkss.2014.06.001zbMath1311.62123OpenAlexW2086711750MaRDI QIDQ2513794
Fuxiao Li, Zheng Tian, Peiyan Qi, Zhanshou Chen
Publication date: 29 January 2015
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2014.06.001
Applications of statistics to actuarial sciences and financial mathematics (62P05) Sequential statistical analysis (62L10) Asymptotic properties of parametric tests (62F05)
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