Minimax optimality of CUSUM for an autoregressive model
| Year of publication: |
2012
|
|---|---|
| Authors: | Knoth, Sven ; Frisén, Marianne |
| Published in: |
Statistica Neerlandica. - Netherlands Society for Statistics and Operations Research, ISSN 0039-0402. - Vol. 66.2012, 4, p. 357-379
|
| Publisher: |
Netherlands Society for Statistics and Operations Research |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010582168