scientific article; zbMATH DE number 868175

MaRDI QIDQ4874059zbMATH OpenFDO

Authors Remigijus Leipus

Publication date 4 August 1996

zbMATH Keywords

spectral densityfunctional limit theoremsa posteriori proceduresgeneralized fractionally differenced sequencesgeneralized Kolmogorov-Smirnov type statisticsinfinite symmetric peaksshort/long-memory time series

Mathematics Subject Classification ID

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

Recommendations

• Monitoring the parameter changes in general ARIMA time series models
• Change-point detection in long-memory processes
• scientific article; zbMATH DE number 3878196
• Fourier methods for sequential change point analysis in autoregressive models
• Monitoring mean and variance change-points in long-memory time series

Cited in

(2)

• Testing for parameter changes in ARCH models
• Monitoring the parameter changes in general ARIMA time series models

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4874059)