Monitoring Changes in RCA Models

DOI10.1007/978-3-319-13881-7_15zbMATH Open1349.62425OpenAlexW980316783MaRDI QIDQ2833367FDOQ2833367

Zuzana Prášková

Publication date: 18 November 2016

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-13881-7_15

Mathematics Subject Classification ID

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

Cites Work

• Stochastic Limit Theory
• SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
• Extensions of some classical methods in change point analysis
• A review of copula models for economic time series
• Monitoring Structural Change
• Monitoring changes in linear models
• Monitoring parameter change in AR\((p)\) time series models
• The stochastic equation Y_n+1=A_nY_n + B_n with stationary coefficients
• Monitoring parameter change in time series models
• Estimation in Random Coefficient Autoregressive Models
• A Survey on PageRank Computing
• On the quasi-likelihood estimation for random coefficient autoregressions
• Random coefficient autoregressive models: an introduction
• Autoregressive series with random parameters
• Strong approximation for RCA(1) time series with applications
• Monitoring parameter changes for random coefficient autoregressive models

Cited In (2)

• Random autoregressive models: A structured overview
• Strong approximation for RCA(1) time series with applications

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