Monitoring the parameter changes in general ARIMA time series models

Cai, YZ and Davies, N, 2003. Monitoring the parameter changes in general ARIMA time series models. Journal of Applied Statistics, 30 (9), pp. 983-1001. ISSN 0266-4763

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Item Type:	Journal article
Publication Title:	Journal of Applied Statistics
Creators:	Cai, Y.Z. and Davies, N.
Publisher:	Carfax Publishing
Place of Publication:	Basingstoke, Hants
Date:	2003
Volume:	30
Number:	9
ISSN:	0266-4763
Divisions:	Schools > School of Science and Technology
Record created by:	EPrints Services
Date Added:	09 Oct 2015 09:47
Last Modified:	19 Oct 2015 14:23
URI:	https://irep.ntu.ac.uk/id/eprint/2915

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