STRUCTURAL CHANGE IN AR(1) MODELS (Q2716437)

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STRUCTURAL CHANGE IN AR(1) MODELS
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    Statements

    title
    STRUCTURAL CHANGE IN AR(1) MODELS (English)
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    publication date
    16 May 2001
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    zbMATH Keywords
    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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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F12
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    62E20
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    zbMATH DE Number
    1598998
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