Geodesic
Inferences about the Parameters of a Time Series Model with Changing Variance.
Metrika, Tome 31 (1984), pp. 183-194 Cet article a éte moissonné depuis la source European Digital Mathematics Library

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Mots-clés : change point problem, time series model, discrete variance change, posterior distributions, variance ratio 
@article{MET_1984__31_175948,
     author = {B. Abraham and W.W.S. Wei},
     title = {Inferences about the {Parameters} of a {Time} {Series} {Model} with {Changing} {Variance.}},
     journal = {Metrika},
     pages = {183--194},
     year = {1984},
     volume = {31},
     zbl = {0542.62078},
     url = {http://geodesic.mathdoc.fr/item/MET_1984__31_175948/}
}
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EP  - 194
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B. Abraham; W.W.S. Wei. Inferences about the Parameters of a Time Series Model with Changing Variance.. Metrika, Tome 31 (1984), pp. 183-194. http://geodesic.mathdoc.fr/item/MET_1984__31_175948/