Sequential Procedures for Detecting Parameter Changes in a Time-Series Model

DOI10.2307/2286222zbMath0369.62101OpenAlexW4237055003MaRDI QIDQ4148718

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Publication date: 1977

Full work available at URL: https://doi.org/10.2307/2286222

Mathematics Subject Classification ID

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

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