Monitoring changes in RCA models
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Publication:2833367
DOI10.1007/978-3-319-13881-7_15zbMATH Open1349.62425OpenAlexW980316783MaRDI QIDQ2833367FDOQ2833367
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Cites work
- A Survey on PageRank Computing
- A review of copula models for economic time series
- Autoregressive series with random parameters
- Estimation in Random Coefficient Autoregressive Models
- Extensions of some classical methods in change point analysis
- Monitoring Structural Change
- Monitoring changes in linear models
- Monitoring parameter change in AR\((p)\) time series models
- Monitoring parameter change in time series models
- Monitoring parameter changes for random coefficient autoregressive models
- On the quasi-likelihood estimation for random coefficient autoregressions
- Random coefficient autoregressive models: an introduction
- SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
- Stochastic Limit Theory
- Strong approximation for RCA(1) time series with applications
- The stochastic equation Yn+1=AnYn + Bn with stationary coefficients
Cited in
(5)- Random autoregressive models: a structured overview
- Structural change monitoring for random coefficient autoregressive time series
- Monitoring parameter changes for random coefficient autoregressive models
- Monitoring parameter changes in RCA(\(p\)) models
- Strong approximation for RCA(1) time series with applications
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