Inferences about the Parameters of a Time Series Model with Changing Variance.
Metrika (1984)
- Volume: 31, page 183-194
- ISSN: 0026-1335; 1435-926X/e
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topAbraham, 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 -
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