| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1144984 | Journal of the Korean Statistical Society | 2010 | 8 Pages |
Abstract
In this paper, we develop a monitoring procedure for an early detection of parameter changes in random coefficient autoregressive models. It is shown that the stopping rule signaling a parameter change satisfies the desired asymptotic property as seen in Lee, Lee, and Na (submitted for publication). Simulation results are provided for illustration.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Okyoung Na, Jiyeon Lee, Sangyeol Lee,