Monitoring parameter changes in RCA(\(p\)) models
type: Item
instance of: scholarly article
title: Monitoring parameter changes in RCA(\(p\)) models
zbMATH Open document ID: 1311.62123
author: Fuxiao Li
author: Zheng Tian
author: Peiyan Qi
author: Zhanshou Chen
published in: Journal of the Korean Statistical Society
publication date: 2015-01-29T00:00:00Z
Mathematics Subject Classification ID: 62L10
Mathematics Subject Classification ID: 62F05
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6392134
zbMATH Keywords: random coefficient autoregressive models of order \(p\)
zbMATH Keywords: change point monitoring
zbMATH Keywords: boundary function
MaRDI profile type: MaRDI publication profile
full work available at URL: j.jkss.2014.06.001
OpenAlex ID: W2086711750
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DOI: 10.1016/J.JKSS.2014.06.001
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description: scientific article; zbMATH DE number 6392134