On the detection of changes in autoregressive time series I. Asymptotics

Journal of Statistical Planning and Inference

Volumn 137, Issue 4, 2007, Pages 1243-1259

  Hušková, Marie ^a   Prášková, Zuzana ^a   Steinebach, Josef ^b  

^a CHARLES UNIVERSITY   (Czech Republic)

^b UNIVERSITY OF COLOGNE   (Germany)

Author keywords

Change point analysis; Extreme value asymptotics; Time series

Indexed keywords

EID: 33845220048     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2006.02.010     Document Type: Article

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