Abraham, B., and Wei, W.W.S.. "Inferences about the Parameters of a Time Series Model with Changing Variance.." Metrika 31 (1984): 183-194. <http://eudml.org/doc/175948>.
@article{Abraham1984, author = {Abraham, B., Wei, W.W.S.}, journal = {Metrika}, keywords = {change point problem; time series model; discrete variance change; posterior distributions; variance ratio}, pages = {183-194}, title = {Inferences about the Parameters of a Time Series Model with Changing Variance.}, url = {http://eudml.org/doc/175948}, volume = {31}, year = {1984}, }
TY - JOUR AU - Abraham, B. AU - Wei, W.W.S. TI - Inferences about the Parameters of a Time Series Model with Changing Variance. JO - Metrika PY - 1984 VL - 31 SP - 183 EP - 194 KW - change point problem; time series model; discrete variance change; posterior distributions; variance ratio UR - http://eudml.org/doc/175948 ER -
