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Matches in SemOpenAlex for { <https://semopenalex.org/work/W193719862> ?p ?o ?g. }

• W193719862 abstract "The problem of guaranteed parameter estimation and change point detection of threshold autoregressive processes with conditional heteroscedasticity (TAR/ARCH) is considered. The parameters of the process are assumed to be unknown. A sequential procedure with guaranteed quality is proposed. The results of simulation are presented." @default.
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• W193719862 date "2014-01-01" @default.
• W193719862 modified "2023-09-27" @default.
• W193719862 title "On Guaranteed Sequential Change Point Detection for TAR(1)/ARCH(1) Process" @default.
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• W193719862 doi "https://doi.org/10.1007/978-3-319-13671-4_8" @default.
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