Fourier Methods for Sequential Change Point Analysis in Autoregressive Models
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Publisher
Physica-Verlag HD
Link
http://link.springer.com/content/pdf/10.1007/978-3-7908-2604-3_50.pdf
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3. CSÖRGŐ, M. and HORVÁTH, L. (1997): Limit Theorems in Change-point Analysis. J. Wiley, New York.
4. DHAR, S.K. (1993): Computation of certain minimum distance estimators in AR k models. J.Amer.Statist.Assoc. 88, 278–283.
5. EINMAHL, J.H.J. and MCKEAGUE, I.W. (2003): Empirical likelihood based hypothesis testing. Bernoulli 9, 267–290.
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