Pages that link to "Item:Q2933195"
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The following pages link to ASYMPTOTIC INFERENCES FOR AN AR(1) MODEL WITH A CHANGE POINT: STATIONARY AND NEARLY NON-STATIONARY CASES (Q2933195):
Displayed 6 items.
- Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
- Estimating change points in nonparametric time series regression models (Q2208375) (← links)
- STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS (Q4585028) (← links)
- Limit theory for moderate deviations from a unit root with a break in variance (Q5075479) (← links)
- In-fill asymptotic theory for structural break point in autoregressions (Q5861036) (← links)
- Estimation of a Structural Break Point in Linear Regression Models (Q6150351) (← links)