Fourier Methods for Sequential Change Point Analysis in Autoregressive Models

Marie Husková, Claudia Kirch, Simos G. Meintanis. Fourier Methods for Sequential Change Point Analysis in Autoregressive Models. In Yves Lechevallier, Gilbert Saporta, editors, 19th International Conference on Computational Statistics, COMPSTAT 2010, Paris, France, August 22-27, 2010 - Keynote, Invited and Contributed Papers. pages 501-508, Physica-Verlag, 2010. [doi]

Authors

Marie Husková

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Claudia Kirch

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Simos G. Meintanis

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