Testing for parameter changes in linear state space models

DOI10.1002/ASMB.2636MaRDI QIDQ6579702zbMATH OpenFDO

Authors Vasyl Golosnoy, Steffen Köhler, Wolfgang Schmid, Miriam Isabel Seifert

Publication date 25 July 2024

Published in Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1002/ASMB.2636

zbMATH Keywords

linear state space modelsmultiple time seriesstatistical testsvolatility modeling

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(1)

• A control chart for monitoring image processes based on convolutional neural networks

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