Detecting changes in the ar parameters of a nonstationary arma process (Q3732797)
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scientific article; zbMATH DE number 3965261
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| English | Detecting changes in the ar parameters of a nonstationary arma process |
scientific article; zbMATH DE number 3965261 |
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Detecting changes in the ar parameters of a nonstationary arma process (English)
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1986
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non-stationary ARMA process
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detection of parameter change
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asymptotic normality
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change point
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instrumental variables method
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asymptotic distribution
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0.8212928771972656
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0.8174455761909485
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0.8020662665367126
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