Monitoring Variance Change in Infinite Order Moving Average Processes and Nonstationary Autoregressive Processes
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Publication:3006261
DOI10.1080/03610920903576564zbMath1220.62100MaRDI QIDQ3006261
Zheng Tian, Zhanshou Chen, Ruibing Qin
Publication date: 10 June 2011
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920903576564
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62L10: Sequential statistical analysis
Related Items
Ratio tests for variance change in nonparametric regression, A strong convergence rate of estimator of variance change in linear processes and its applications, Monitoring distributional changes of squared residuals in GARCH models
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