Simultaneous identification of mean shift and correlation change in AR(1) processes

10.1080/00207540512331311822

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Bibliographic Details
Main Author: Brian Hwarng, H.
Other Authors: DECISION SCIENCES
Format: Article
Published: 2014
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/115930
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Institution: National University of Singapore