Testing for a Change in the Parameter Values and Order of...

Testing for a Change in the Parameter Values and Order of an Autoregressive Model

Richard A. Davis, Dawei Huang and Yi-Ching Yao
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Volume:
23
Language:
english
Journal:
The Annals of Statistics
DOI:
10.2307/2242412
Date:
February, 1995
File:
PDF, 1.47 MB
english, 1995
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