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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

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关键词：求助文献 informaworld Time Series covariance Sequential 求助 文献

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Sequential Tests and Change Detection in the Covariance Structure of Weakly Stationary Time Series