Gombay, Edit Change detection in linear regression with time series errors. (English. French summary) Zbl 1190.62126 Can. J. Stat. 38, No. 1, 65-79 (2010). MSC: 62J05 62M10 62F03 62P12 65C60 PDFBibTeX XMLCite \textit{E. Gombay}, Can. J. Stat. 38, No. 1, 65--79 (2010; Zbl 1190.62126) Full Text: DOI
Gombay, Edit; Horváth, Lajos Sequential tests and change detection in the covariance structure of weakly stationary time series. (English) Zbl 1175.62082 Commun. Stat., Theory Methods 38, No. 16-17, 2872-2883 (2009). MSC: 62L10 62M10 62L15 PDFBibTeX XMLCite \textit{E. Gombay} and \textit{L. Horváth}, Commun. Stat., Theory Methods 38, No. 16--17, 2872--2883 (2009; Zbl 1175.62082) Full Text: DOI
Berkes, István; Gombay, Edit; Horváth, Lajos Testing for changes in the covariance structure of linear processes. (English) Zbl 1159.62031 J. Stat. Plann. Inference 139, No. 6, 2044-2063 (2009). MSC: 62G10 62M10 62M07 60F17 62E20 65C05 PDFBibTeX XMLCite \textit{I. Berkes} et al., J. Stat. Plann. Inference 139, No. 6, 2044--2063 (2009; Zbl 1159.62031) Full Text: DOI