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Journal
Metrika: international journal for theoretical and applied statistics
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ISSN: 00261335
Published by
Physica-Verlag, Heidelberg / Vienna
A note on monitoring time-varying parameters in an autoregression
Article
Metrika: international journal for theoretical and applied statistics, 57(1), 51-62.
F. Carsoule (Frédéric)
and
Ph.H.B.F. Franses (Philip Hans)
December 2003
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