STRUCTURAL CHANGE IN AR(1) MODELS (Q2716437): Difference between revisions

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Revision as of 09:11, 5 March 2024

scientific article
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STRUCTURAL CHANGE IN AR(1) MODELS
scientific article

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    STRUCTURAL CHANGE IN AR(1) MODELS (English)
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    16 May 2001
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    Monte Carlo
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    consistency
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    limiting distributions
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    AR(1) model
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    change-point estimate
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