1、题目:monitoring parameter change change in AR(p) time series models
出处:Statistics centre technical reports05,04, the university of alberta edmonton, edmonto, Canada
作者:Gombay E., 
2/题目:Testing for a change in the parameter value and order of an autoregressive model
出处:Ann., Statist 23(1995):282-304                       作者:R.A. Davies, D. Huang, Y.-C. Yao
 [此贴子已经被作者于2008-9-21 21:50:48编辑过]