Testing for intercept-scale switch in linear autoregression (Q2856549)
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scientific article; zbMATH DE number 6220693
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| default for all languages | No label defined |
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| English | Testing for intercept-scale switch in linear autoregression |
scientific article; zbMATH DE number 6220693 |
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Testing for intercept-scale switch in linear autoregression (English)
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29 October 2013
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likelihood ratio test
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switching autoregression
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time series
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0.8025004267692566
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0.7997137308120728
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0.7983403205871582
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0.7822573781013489
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0.7780181169509888
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