Michèle Basseville, Albert Benveniste, George V. Moustakides. Detection and diagnosis of changes in the AR part of an ARMA model with nonstationary unknown MA coefficients. In Proceedings of the 4th Vilnius International Conference on Probability Theory and Mathematical Statistics, Vilnius, USSR, Juin 1985.
Albert Benveniste http://www.irisa.fr/i4s
@InProceedings{basseville-vilnius85,
Author = {Basseville, Michèle and Benveniste, Albert and Moustakides, George V.},
Title = {Detection and diagnosis of changes in the AR part of an ARMA model with nonstationary unknown MA coefficients},
BookTitle = {Proceedings of the 4th Vilnius International Conference on Probability Theory and Mathematical Statistics},
Address = {Vilnius, USSR},
Month = {June},
Year = {1985}
}
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