Pages that link to "Item:Q2981819"
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The following pages link to (WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS? (Q2981819):
Displaying 4 items.
- Small sample properties of forecasts from autoregressive models under structural breaks (Q265113) (← links)
- Forecasting long memory time series when occasional breaks occur (Q1934693) (← links)
- Unit root testing with slowly varying trends (Q4997689) (← links)
- Autoregressive spectral estimates under ignored changes in the mean (Q5063329) (← links)