Testing for intercept-scale switch in linear autoregression (Q2856549)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for intercept-scale switch in linear autoregression |
scientific article |
Statements
Testing for intercept-scale switch in linear autoregression (English)
0 references
29 October 2013
0 references
likelihood ratio test
0 references
switching autoregression
0 references
time series
0 references
0 references
0 references
0 references
