Minimax Optimality of CUSUM for an Autoregressive Model
Year of publication: |
2011-02-10
|
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Authors: | Knoth, Sven ; Frisén, Marianne |
Institutions: | Statistical Research Unit, Department of Economics, School of Business, Economics and Law, University of Gothenburg |
Subject: | Autoregressive | Change point | Monitoring | Online detection |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Forthcoming as Knoth, Sven and Marianne Frisén, 'Minimax Optimality of CUSUM for an Autoregressive Model' in Statistica Neerlandica. The text is part of a series Resarch Reports Number 2011:4 27 pages |
Classification: | C10 - Econometric and Statistical Methods: General. General |
Source: |
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