scientific article; zbMATH DE number 3890563

MaRDI QIDQ3223737zbMATH OpenFDO

Authors V. A. Kaminskas, Kȩstutis Šidlauskas

Publication date 1984

zbMATH Keywords

adaptive autoregressive models of stochastic processesalgorithmsautoregressive sequenceschange point problemFisher ratio test statisticsreal timeRecursive equationstime series

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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