A note on monitoring time-varying parameters in an autoregression
From MaRDI portal
Publication:745379
DOI10.1007/s001840200198zbMath1433.62246MaRDI QIDQ745379
Philip Hans Franses, Frédéric Carsoule
Publication date: 14 October 2015
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: http://repub.eur.nl/pub/13317
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62L10: Sequential statistical analysis
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Cites Work
