Fourier Methods for Sequential Change Point Analysis in Autoregressive Models
Fourier Methods for Sequential Change Point Analysis in Autoregressive Models
复制标题
自回归模型中顺序变点分析的傅里叶方法
DOI：
10.1007/978-3-7908-2604-3_50
复制
发表时间：
2010
期刊：
影响因子：
--
通讯作者：
S. Meintanis
中科院分区：
文献类型：
--
作者：
M. Hušková;C. Kirch;S. Meintanis
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.
影响因子：
0.7
作者：
M. Hušková;C. Kirch
通讯作者：
M. Hušková;C. Kirch