NON-GAUSSIAN STATE-SPACE MODELING OF NONSTATIONARY TIME-SERIES - DETECTING AND MODELING CHANGES IN TIME-SERIES - COMMENT

被引：4

|

作者：

TSAY, RS

机构：

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1987年 / 82卷 / 400期

关键词：

D O I：

10.2307/2289380

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

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页码：1056 / 1059

页数：4

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