Maximum likelihood estimation of change point from stationary to nonstationary in autoregressive models using dynamic linear model
Sheikhrabori, Reza, Aminnayeri, Majid, Ayoubi, MonaLanguage:
english
Journal:
Quality and Reliability Engineering International
DOI:
10.1002/qre.2233
Date:
November, 2017
File:
PDF, 207 KB
english, 2017