A note on monitoring time-varying parameters in an autoregression

FP (Frédéric) Carsoule, Philip Hans Franses

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@article{97a9fb82baaf4deda006166dccf6a79b,

title = "A note on monitoring time-varying parameters in an autoregression",

author = "Carsoule, {FP (Fr{\'e}d{\'e}ric)} and Franses, {Philip Hans}",

year = "2003",

doi = "10.1007/s001840200198",

language = "Undefined/Unknown",

volume = "57",

pages = "51--62",

journal = "Metrika",

issn = "0026-1335",

publisher = "Springer-Verlag",

number = "1",

}