CHANGE DETECTION MODEL FOR SERIALLY CORRELATED MULTIVARIATE DATA

[1] Anderson T.W, 1958, INTRODUCTION MULTIVA

[2] Durbin J., 1960, ECONOMETRICA, V28, P233, DOI [10.2307/1401322 0101.35604, 10.2307/1401322]

[3] A REAPPRAISAL OF PERIODOGRAM IN SPECTRAL ANALYSIS [J]. TECHNOMETRICS, 1965, 7 (04) : 531 - &

[4] JONES RH, 1964, J APPL METEOR, V3, P285

[5] JONES RH, 1909, EEG CLIN NEUROPHYSIO, V27, P436

[6] ON THE STATISTICAL TREATMENT OF LINEAR STOCHASTIC DIFFERENCE EQUATIONS [J]. ECONOMETRICA, 1943, 11 (3-4) : 173 - 220

[7] WHITTLE P, 1963, BIOMETRIKA, V50, P129

[8] Whittle Peter, 1963, PREDICTION REGULATIO

[1] Anderson T.W, 1958, INTRODUCTION MULTIVA

[2] Durbin J., 1960, ECONOMETRICA, V28, P233, DOI [10.2307/1401322 0101.35604, 10.2307/1401322]

[3] A REAPPRAISAL OF PERIODOGRAM IN SPECTRAL ANALYSIS [J]. TECHNOMETRICS, 1965, 7 (04) : 531 - &

[4] JONES RH, 1964, J APPL METEOR, V3, P285

[5] JONES RH, 1909, EEG CLIN NEUROPHYSIO, V27, P436

[6] ON THE STATISTICAL TREATMENT OF LINEAR STOCHASTIC DIFFERENCE EQUATIONS [J]. ECONOMETRICA, 1943, 11 (3-4) : 173 - 220

[7] WHITTLE P, 1963, BIOMETRIKA, V50, P129

[8] Whittle Peter, 1963, PREDICTION REGULATIO