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Matches in SemOpenAlex for { <https://semopenalex.org/work/W2171896706> ?p ?o ?g. }

• W2171896706 abstract "We develop a procedure for monitoring changes in the error distribution of autoregressive time series. The proposed procedure, unlike standard procedures which are also referred to, utilizes the empirical characteristic function of properly estimated residuals. The limit behavior of the test statistic is investigated under the null hypothesis, while computational and other relevant issues are addressed." @default.
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• W2171896706 date "2010-01-01" @default.
• W2171896706 modified "2023-09-27" @default.
• W2171896706 title "Fourier Methods for Sequential Change Point Analysis in Autoregressive Models" @default.
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• W2171896706 doi "https://doi.org/10.1007/978-3-7908-2604-3_50" @default.
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