Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models
Author:
Publisher
Informa UK Limited
Subject
Modelling and Simulation,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03610918.2014.904346
Reference27 articles.
1. Efficiencies of tests and estimators forp-order autoregressive processes when the error distribution is nonnormal
2. Autoregression with Non-Gaussian Innovations
3. Monitoring the parameter changes in general ARIMA time series models
4. A note on monitoring time-varying parameters in an autoregression
5. Robust Estimation of the First-Order Autoregressive Parameter
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