Testing for intercept-scale switch in linear autoregression (Q2856549)
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scientific article; zbMATH DE number 6220693
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for intercept-scale switch in linear autoregression |
scientific article; zbMATH DE number 6220693 |
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Testing for intercept-scale switch in linear autoregression (English)
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29 October 2013
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likelihood ratio test
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switching autoregression
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time series
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