STRUCTURAL CHANGE IN AR(1) MODELS (Q2716437)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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