Variance changes in Autoregressive Model

Jean-Paul Rasson, Pierre Gaublomme Baufays

Research output: Contribution in Book/Catalog/Report/Conference proceedingChapter

Original languageFrench
Title of host publicationTime Series Analysis and Practice, Elsevier North Holland
Pages119-128
Number of pages10
Volume7
Publication statusPublished - 1985

Cite this

Rasson, J-P., & Baufays, P. G. (1985). Variance changes in Autoregressive Model. In Time Series Analysis and Practice, Elsevier North Holland (Vol. 7, pp. 119-128)
Rasson, Jean-Paul ; Baufays, Pierre Gaublomme. / Variance changes in Autoregressive Model. Time Series Analysis and Practice, Elsevier North Holland. Vol. 7 1985. pp. 119-128
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Rasson, J-P & Baufays, PG 1985, Variance changes in Autoregressive Model. in Time Series Analysis and Practice, Elsevier North Holland. vol. 7, pp. 119-128.

Variance changes in Autoregressive Model. / Rasson, Jean-Paul; Baufays, Pierre Gaublomme.

Time Series Analysis and Practice, Elsevier North Holland. Vol. 7 1985. p. 119-128.

Research output: Contribution in Book/Catalog/Report/Conference proceedingChapter

TY - CHAP

T1 - Variance changes in Autoregressive Model

AU - Rasson, Jean-Paul

AU - Baufays, Pierre Gaublomme

PY - 1985

Y1 - 1985

M3 - Chapitre

VL - 7

SP - 119

EP - 128

BT - Time Series Analysis and Practice, Elsevier North Holland

ER -

Rasson J-P, Baufays PG. Variance changes in Autoregressive Model. In Time Series Analysis and Practice, Elsevier North Holland. Vol. 7. 1985. p. 119-128