Simultaneous identification of mean shift and correlation change in AR(1) processes
10.1080/00207540512331311822
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Main Author: | Brian Hwarng, H. |
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Other Authors: | DECISION SCIENCES |
Format: | Article |
Published: |
2014
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Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/115930 |
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Institution: | National University of Singapore |
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