Structural Change Monitoring for Random Coefficient Autoregressive Time Series

Fuxiao Li, Zheng Tian, Peiyan Qi. Structural Change Monitoring for Random Coefficient Autoregressive Time Series. Communications in Statistics - Simulation and Computation, 44(4):996-1009, 2015. [doi]

Authors

Fuxiao Li

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Zheng Tian

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Peiyan Qi

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