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Time-varying autoregressions with model order uncertainty

Journal of Time Series Analysis, 23(5): 599--618, 2002.
Authors: RAQUEL PRADO and GABRIEL HUERTA
URL: http://www.blackwell-synergy.com/doi/abs/10.1111/1467-9892.00280
Tags: imported
| URL | BibTeX  
@article{PRADO2002,
title = {Time-varying autoregressions with model order uncertainty},
author = {RAQUEL PRADO and GABRIEL HUERTA},
day = {244},
journal = {Journal of Time Series Analysis},
month = {Sep},
note = {doi: 10.1111/1467-9892.00280},
number = {5},
pages = {599--618},
url = {http://www.blackwell-synergy.com/doi/abs/10.1111/1467-9892.00280},
volume = {23},
year = {2002},
keywords = {imported }
}