Detecting structural changes with ARMA processes
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Publication:2831115
DOI10.1080/13873954.2016.1213752zbMath1348.93243OpenAlexW2492610010MaRDI QIDQ2831115
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Publication date: 2 November 2016
Published in: Mathematical and Computer Modelling of Dynamical Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/13873954.2016.1213752
White noise theory (60H40) Stochastic systems in control theory (general) (93E03) Control/observation systems governed by ordinary differential equations (93C15)
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