Two tests for sequential detection of a change-point in a nonlinear model
From MaRDI portal
Publication:394776
DOI10.1016/j.jspi.2013.05.010zbMath1432.62272arXiv1206.2729MaRDI QIDQ394776
Publication date: 27 January 2014
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1206.2729
62-08: Computational methods for problems pertaining to statistics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
62J02: General nonlinear regression
62L10: Sequential statistical analysis
62M07: Non-Markovian processes: hypothesis testing
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