ROBUST METHODS FOR DETECTION OF SHIFTS OF THE INNOVATION VARIANCE OF A TIME-SERIES

被引：15

作者：

DAVIS, WW

机构：

来源：

关键词：

D O I：

10.2307/1267753

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

页码：313 / 320

页数：8

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