Structural change in AR(1) models (Q2716437)
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scientific article; zbMATH DE number 1598998
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structural change in AR(1) models |
scientific article; zbMATH DE number 1598998 |
Statements
16 May 2001
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Monte Carlo
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consistency
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limiting distributions
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AR(1) model
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change-point estimate
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0.9558186
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0.8853426
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0.8831461
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0.88138443
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0.87844217
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Structural change in AR(1) models (English)
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