{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,9,5]],"date-time":"2024-09-05T20:54:44Z","timestamp":1725569684611},"publisher-location":"Heidelberg","reference-count":20,"publisher":"Physica-Verlag HD","isbn-type":[{"type":"print","value":"9783790826036"},{"type":"electronic","value":"9783790826043"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2010]]},"DOI":"10.1007\/978-3-7908-2604-3_50","type":"book-chapter","created":{"date-parts":[[2010,11,8]],"date-time":"2010-11-08T10:41:11Z","timestamp":1289212871000},"page":"501-508","source":"Crossref","is-referenced-by-count":1,"title":["Fourier Methods for Sequential Change Point Analysis in Autoregressive Models"],"prefix":"10.1007","author":[{"given":"Marie","family":"Hu\u0161kov\u00e1","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Claudia","family":"Kirch","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Simos G.","family":"Meintanis","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2010,9,30]]},"reference":[{"key":"50_CR1","doi-asserted-by":"publisher","first-page":"2051","DOI":"10.1214\/aos\/1176325771","volume":"22","author":"J. Bai","year":"1994","unstructured":"BAI, J. (1994): Weak convergence of the sequential empirical processes of residuals in ARMA models. Ann. Statist. 22, 2051\u20132061.","journal-title":"Ann. Statist."},{"key":"50_CR2","doi-asserted-by":"publisher","first-page":"336","DOI":"10.1017\/S1446788700023764","volume":"34","author":"S. Cs\u00f6rg\u0151","year":"1983","unstructured":"CS\u00d6RG\u0150, S. (1983): The theory of functional least squares. J. Austral. Math. Soc. Ser. A 34, 336\u2013355.","journal-title":"J. Austral. Math. Soc. Ser. A"},{"key":"50_CR3","volume-title":"Limit Theorems in Change-point Analysis","author":"M. Cs\u00f6rg\u0151","year":"1997","unstructured":"CS\u00d6RG\u0150, M. and HORV\u00c1TH, L. (1997): Limit Theorems in Change-point Analysis. J. Wiley, New York."},{"key":"50_CR4","doi-asserted-by":"publisher","first-page":"278","DOI":"10.2307\/2290723","volume":"88","author":"S.K. Dhar","year":"1993","unstructured":"DHAR, S.K. (1993): Computation of certain minimum distance estimators in AR k models. J.Amer.Statist.Assoc. 88, 278\u2013283.","journal-title":"J.Amer.Statist.Assoc."},{"key":"50_CR5","doi-asserted-by":"publisher","first-page":"267","DOI":"10.3150\/bj\/1068128978","volume":"9","author":"J.H.J. Einmahl","year":"2003","unstructured":"EINMAHL, J.H.J. and MCKEAGUE, I.W. (2003): Empirical likelihood based hypothesis testing. Bernoulli 9, 267\u2013290.","journal-title":"Bernoulli"},{"key":"50_CR6","doi-asserted-by":"publisher","first-page":"715","DOI":"10.1016\/j.jmva.2008.08.005","volume":"100","author":"E. Gombay","year":"2009","unstructured":"GOMBAY, E. and SERBAN, D. (2009): Monitoring parameter change in AR(p) time series models. J.Multivar.Anal. 100, 715\u2013725.","journal-title":"J.Multivar.Anal."},{"key":"50_CR7","doi-asserted-by":"publisher","first-page":"737","DOI":"10.2307\/3213586","volume":"20","author":"C.R. Heathcote","year":"1983","unstructured":"HEATHCOTE, C.R. and WELSH, A.H. (1983): The robust estimation of autoregressive processes by functional least squares. J.Appl.Probab. 20, 737\u2013753.","journal-title":"J.Appl.Probab."},{"key":"50_CR8","doi-asserted-by":"publisher","first-page":"1697","DOI":"10.1016\/j.jspi.2007.06.029","volume":"138","author":"M. Hu\u0161kov\u00e1","year":"2008","unstructured":"HU\u0160KOV\u00c1, M., KIRCH, C., PRA\u0160KOV\u00c1, Z. and STEINEBACH, J. (2008): On the detection of changes in autoregressive time series: II. Resample procedures. J.Statist.Plann.Infer. 138, 1697\u20131721.","journal-title":"J.Statist.Plann.Infer."},{"key":"50_CR9","unstructured":"HU\u0160KOV\u00c1, M. and KIRCH, C. (2009): Bootstrapping sequential change-point tests for linear regression, submitted."},{"key":"50_CR10","doi-asserted-by":"publisher","first-page":"145","DOI":"10.1007\/s00184-005-0008-9","volume":"63","author":"M. Hu\u0161kov\u00e1","year":"2006","unstructured":"HU\u0160KOV\u00c1, M. and MEINTANIS, S.G. (2006a): Change point analysis based on empirical characteristic functions. Metrika 63, 145\u2013168.","journal-title":"Metrika"},{"key":"50_CR11","doi-asserted-by":"publisher","first-page":"421","DOI":"10.1080\/07474940600934888","volume":"25","author":"M. Hu\u0161kov\u00e1","year":"2006","unstructured":"HU\u0160KOV\u00c1, M. and MEINTANIS, S.G. (2006b): Change Point Analysis Based on the Empirical Characteristic Functions of Ranks. Sequential Analysis 25, 421\u2013436.","journal-title":"Sequential Analysis"},{"key":"50_CR12","doi-asserted-by":"publisher","first-page":"1243","DOI":"10.1016\/j.jspi.2006.02.010","volume":"137","author":"M. Hu\u0161kov\u00e1","year":"2007","unstructured":"HU\u0160KOV\u00c1, M., PRA\u0160KOV\u00c1, Z. and STEINEBACH, J. (2007): On the detection of changes in autoregressive time series: I. Asymptotics. J.Statist.Plann.Infer. 137, 1243\u20131259.","journal-title":"J.Statist.Plann.Infer."},{"key":"50_CR13","doi-asserted-by":"publisher","first-page":"156","DOI":"10.1017\/S0266466601171057","volume":"17","author":"A. Inoue","year":"2001","unstructured":"INOUE, A. (2001): Testing for distributional change in time series. Econometr. Theor. 17, 156\u2013187.","journal-title":"Econometr. Theor."},{"key":"50_CR14","doi-asserted-by":"publisher","first-page":"330","DOI":"10.1080\/07474940802241082","volume":"27","author":"C. Kirch","year":"2008","unstructured":"KIRCH, C. (2008): Bootstrapping sequential change-point tests. Sequential Anal. 27, 330\u2013349.","journal-title":"Sequential Anal."},{"key":"50_CR15","doi-asserted-by":"publisher","first-page":"2969","DOI":"10.1080\/03610920902947261","volume":"38","author":"S. Lee","year":"2009","unstructured":"LEE, S., LEE, Y. and NA, O. (2009): Monitoring distributional changes in autoregressive models. Commun.Statist.Theor.Meth. 38, 2969\u20132982.","journal-title":"Commun.Statist.Theor.Meth."},{"key":"50_CR16","doi-asserted-by":"publisher","first-page":"1213","DOI":"10.1214\/009053606000001514","volume":"35","author":"S. Ling","year":"2007","unstructured":"LING, S. (2007): Tests for change points in time series models and limiting theorems for NED sequences. Ann. Statist. 35, 1213\u20131237.","journal-title":"Ann. Statist."},{"key":"50_CR17","doi-asserted-by":"publisher","first-page":"525","DOI":"10.1016\/S0167-9473(96)00046-1","volume":"23","author":"S.G. Meintanis","year":"1997","unstructured":"MEINTANIS, S.G. and DONATOS, G. (1997): A comparative study of some robust methods for coefficient\u2013estimation in linear regression. Comput.Statist.Dat. Anal. 23, 525\u2013540.","journal-title":"Comput.Statist.Dat. Anal."},{"key":"50_CR18","doi-asserted-by":"publisher","first-page":"323","DOI":"10.1016\/S0167-9473(99)00016-X","volume":"31","author":"S.G. Meintanis","year":"1999","unstructured":"MEINTANIS, S.G. and DONATOS, G. (1999): Finite\u2013sample performance of alternative estimators for autoregressive models in the presence of outliers. Comput.Statist.Dat. Anal. 31, 323\u2013340.","journal-title":"Comput.Statist.Dat. Anal."},{"key":"50_CR19","doi-asserted-by":"publisher","first-page":"441","DOI":"10.1093\/biomet\/72.2.441","volume":"72","author":"A.H. Welsh","year":"1985","unstructured":"WELSH, A.H. (1985): An angular approach for linear data. Biometrika 72, 441\u2013450.","journal-title":"Biometrika"},{"key":"50_CR20","doi-asserted-by":"publisher","first-page":"173","DOI":"10.1016\/0167-7152(92)90013-U","volume":"9","author":"Y.C. Yao","year":"1990","unstructured":"YAO, Y.C. (1990): On the asymptotic behavior of a class of nonparametric tests for a change\u2013point problem. Statist.Probab.Lett. 9, 173\u2013177.","journal-title":"Statist.Probab.Lett."}],"container-title":["Proceedings of COMPSTAT'2010"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-7908-2604-3_50.pdf","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2020,11,23]],"date-time":"2020-11-23T10:18:14Z","timestamp":1606126694000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/978-3-7908-2604-3_50"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2010]]},"ISBN":["9783790826036","9783790826043"],"references-count":20,"URL":"https:\/\/doi.org\/10.1007\/978-3-7908-2604-3_50","relation":{},"subject":[],"published":{"date-parts":[[2010]]}}}