Edit Gombay
Author
Alternate names E. Gombay, Edit Gombay
Institution University of Alberta
Past institutions University of Alberta, University of Calgary
H-index: 21
I10-index: 27
Works count: 60
Citations count: 1,196
SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
2004 · I. Berkés, Edit Gombay, et al. · Econometric Theory
Change detection in autoregressive time series
2007 · Edit Gombay · Journal of Multivariate Analysis
Monitoring parameter change in AR(p) time series models
2008 · Edit Gombay, Daniel Serban · Journal of Multivariate Analysis