George V. Moustakides, Albert Benveniste. Detecting changes in the AR parameters of a nonstationary ARMA process. Stochastics, 16(1):137-155, 1986.
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Albert Benveniste http://www.irisa.fr/i4s
@article{moustakides-stoch86,
Author = {Moustakides, George V. and Benveniste, Albert},
Title = {Detecting changes in the AR parameters of a nonstationary ARMA process},
Journal = {Stochastics},
Volume = {16},
Number = {1},
Pages = {137--155},
Year = {1986}
}
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