Monitoring procedure for parameter change in causal time series
Year of publication: |
2014
|
---|---|
Authors: | Bardet, Jean-Marc ; Kengne, William |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 125.2014, C, p. 204-221
|
Publisher: |
Elsevier |
Subject: | Sequential change detection | Change-point | Causal processes | Quasi-maximum likelihood estimator | Weak convergence |
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