Change detection for uncertain autoregressive dynamic models through nonparametric estimation
DOI10.1016/J.STAMET.2016.08.003zbMATH Open1487.62096OpenAlexW2512180418MaRDI QIDQ670171FDOQ670171
Jean-Pierre Vila, Ghislain Verdier, Nadine Hilgert
Publication date: 18 March 2019
Published in: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.stamet.2016.08.003
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Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)
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Cited In (4)
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