题目:Sequential Tests and Change Detection in the Covariance Structure of Weakly Stationary Time Series
期刊: Communications in Statistics: Theory and Methods, Volume 38, Numbers 16-17,2009 , pp. 2872-2883(12)
作者:Gombay, Edit1; Horvath, Lajos2
连接:http://www.informaworld.com/smpp/content~db=all~content=a914062617~frm=titlelink?words=sequential,tests,change,detection,covariance,structure,weakly,stationary,time,series