Monitoring Variance Change in Infinite Order Moving Average Processes and Nonstationary Autoregressive Processes
Author:
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03610920903576564
Reference23 articles.
1. Strong approximation for RCA(1) time series with applications
2. Testing for parameter stability in RCA(1) time series
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4. Monitoring shifts in mean: Asymptotic normality of stopping times
5. Delay times of sequential procedures for multiple time series regression models
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1. A strong convergence rate of estimator of variance change in linear processes and its applications;Statistics;2016-12-21
2. Monitoring distributional changes of squared residuals in GARCH models;Communications in Statistics - Theory and Methods;2016-02-22
3. Ratio tests for variance change in nonparametric regression;Statistics;2012-07-30
4. Corrigendum;Communications in Statistics - Theory and Methods;2011-08
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