Random Level-Shift Time Series Models, ARIMA Approximations, and Level-Shift Detection.
| Year of publication: |
1990
|
|---|---|
| Authors: | Chen, Chung ; Tiao, George C |
| Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 8.1990, 1, p. 83-97
|
| Publisher: |
American Statistical Association |