Testing For and Dating Common Breaks in Multivariate Time Series (Q4219770)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Testing For and Dating Common Breaks in Multivariate Time Series |
scientific article; zbMATH DE number 1221010
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing For and Dating Common Breaks in Multivariate Time Series |
scientific article; zbMATH DE number 1221010 |
Statements
Testing For and Dating Common Breaks in Multivariate Time Series (English)
0 references
19 April 1999
0 references
asymptotically valid confidence intervals
0 references
multivariate time series
0 references
mean growth rate
0 references
