scientific article; zbMATH DE number 3905698

MaRDI QIDQ3683383zbMATH OpenFDO

Authors Igor Nikiforov

Publication date 1984

zbMATH Keywords

change-point problemARMA modeltime-seriesMarkovian modelcusum proceduredynamic-stochastic modelmodified cumulative sum algorithm

Mathematics Subject Classification ID

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

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