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]
@article{LiTQ15,
title = {Structural Change Monitoring for Random Coefficient Autoregressive Time Series},
author = {Fuxiao Li and Zheng Tian and Peiyan Qi},
year = {2015},
doi = {10.1080/03610918.2013.800205},
url = {http://dx.doi.org/10.1080/03610918.2013.800205},
researchr = {https://researchr.org/publication/LiTQ15},
cites = {0},
citedby = {0},
journal = {Communications in Statistics - Simulation and Computation},
volume = {44},
number = {4},
pages = {996-1009},
}