Monitoring parameter change for time series models with application to location-Scale heteroscedastic models
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Cites work
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Cited in
(5)- scientific article; zbMATH DE number 5071096 (Why is no real title available?)
- Monitoring parameter change for bivariate time series models of counts
- Sequential monitoring process for bivariate signed integer-valued autoregressive models
- Robust monitoring conditional volatility change for time series based on support vector regression
- On testing for \textit{weak change} in the conditional mean of a class of nonlinear heteroscedastic models
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