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Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models

Zdenek Hlávka, Marie Husková, Claudia Kirch, Simos G. Meintanis. Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models. Communications in Statistics - Simulation and Computation, 45(7):2471-2490, 2016. [doi]

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Zdenek Hlávka

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Marie Husková

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Claudia Kirch

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Simos G. Meintanis

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