ASYMPTOTIC INFERENCES FOR AN AR(1) MODEL WITH A CHANGE POINT: STATIONARY AND NEARLY NON-STATIONARY CASES (Q2933195)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ASYMPTOTIC INFERENCES FOR AN AR(1) MODEL WITH A CHANGE POINT: STATIONARY AND NEARLY NON-STATIONARY CASES |
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ASYMPTOTIC INFERENCES FOR AN AR(1) MODEL WITH A CHANGE POINT: STATIONARY AND NEARLY NON-STATIONARY CASES (English)
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10 December 2014
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AR(1) model
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change point
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domain of attraction of the normal law
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limiting distribution
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least squares estimator
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