Shanglin Lu

Renmin University of China - School of Finance

Ming De Main Building

Renmin University of China

Beijing, Beijing 100872

China

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Sequential Monitoring of Changes in Housing Prices

Number of pages: 47 Posted: 01 Mar 2020
Lajos Horváth, Zhenya Liu and Shanglin Lu
University of Utah - Department of Mathematics, Renmin University of China and Renmin University of China - School of Finance
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Abstract:

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Sequential Change Point Detection, Weak Dependence, Linear Model, Autoregressive Model, Real Estate Market