ON-LINE MONITORING OF POLLUTION CONCENTRATIONS WITH AUTOREGRESSIVE MOVING AVERAGE TIME SERIES

DOI10.1111/jtsa.12062zbMath1302.62251OpenAlexW1576770807MaRDI QIDQ2936572

Christopher Dienes, Alexander Aue

Publication date: 17 December 2014

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://escholarship.org/uc/item/3ws8v5dm

zbMATH Keywords

environmental dataCUSUM statisticon-line monitoringparticulate matterone-step ahead predictorsstructural break detection

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Sequential statistical analysis (62L10) Functional limit theorems; invariance principles (60F17)

Related Items (5)

Parameter change tests for ARMA-GARCH models ⋮ Sequential change point detection in ARMA-GARCH models ⋮ Inference for post-change parameters after sequential CUSUM test under AR(1) model ⋮ Monitoring multivariate time series ⋮ Reaction times of monitoring schemes for ARMA time series

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• SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
• High Moment Partial Sum Processes of Residuals in ARMA Models and their Applications
• Mean shift testing in correlated data

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