Ratnasingam, Suthakaran; Ning, Wei Monitoring sequential structural changes in penalized high-dimensional linear models. (English) Zbl 1479.62054 Sequential Anal. 40, No. 3, 381-404 (2021). MSC: 62J05 62L10 62G10 62G20 PDFBibTeX XMLCite \textit{S. Ratnasingam} and \textit{W. Ning}, Sequential Anal. 40, No. 3, 381--404 (2021; Zbl 1479.62054) Full Text: DOI
Konev, Victor; Le Breton, Alain Guaranteed parameter estimation in a first-order autoregressive process with infinite variance. (English) Zbl 0953.62095 Sequential Anal. 19, No. 1-2, 25-43 (2000). MSC: 62M10 62L12 PDFBibTeX XMLCite \textit{V. Konev} and \textit{A. Le Breton}, Sequential Anal. 19, No. 1--2, 25--43 (2000; Zbl 0953.62095) Full Text: DOI