Search Results - Sergeeva E. E. Ekaterina Evgenjevna

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  1. 1
    On Guaranteed Sequential Change Point Detection for TAR(1)/ARCH(1) Process

    On Guaranteed Sequential Change Point Detection for TAR(1)/ARCH(1) Process by Burkatovskaya Yu. B. Yuliya Borisovna

    Published 2014
    Other Authors: “…Sergeeva E. E. Ekaterina Evgenjevna…”
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    Electronic Book Chapter
  2. 2
    TAR(p)/ARCH(1) process guaranteed parameter estimation and change-point detection

    TAR(p)/ARCH(1) process guaranteed parameter estimation and change-point detection by Burkatovskaya Yu. B. Yuliya Borisovna

    Published 2016
    Other Authors: “…Sergeeva E. E. Ekaterina Evgenjevna…”
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    Electronic Book Chapter
  3. 3
    TAR(p)/ARCH(1) Process with an Arbitrary Threshold: Guaranteed Parameter Estimation and Change-Point Detection

    TAR(p)/ARCH(1) Process with an Arbitrary Threshold: Guaranteed Parameter Estimation and Change-Point Detection by Vorobeychikov S. E. Sergey Erikovich

    Published 2016
    Other Authors: Get full text
    Electronic Book Chapter

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