STRUCTURAL CHANGE IN AR(1) MODELS (Q2716437)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | STRUCTURAL CHANGE IN AR(1) MODELS |
scientific article |
Statements
STRUCTURAL CHANGE IN AR(1) MODELS (English)
0 references
16 May 2001
0 references
Monte Carlo
0 references
consistency
0 references
limiting distributions
0 references
AR(1) model
0 references
change-point estimate
0 references
