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On Guaranteed Sequential Change Point Detection for TAR(1)/ARCH(1) Process / Yu. B. Burkatovskaya, E. E. Sergeeva, S. E. VorobeychikovУровень набора: Communications in Computer and Information ScienceДоступность: :

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TAR(p)/ARCH(1) process guaranteed parameter estimation and change-point detection / Yu. B. Burkatovskaya, E. E. Sergeeva, S. E. VorobeychikovУровень набора: International MultiConference of Engineers and Computer Scientists, IMECS 2016, Proceedings of the Conference, March 16-18, 2016, Hong KongДоступность: :

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