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(WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS? - MaRDI portal

(WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS? (Q2981819)

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(WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS?
scientific article

    Statements

    title
    (WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS? (English)
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    author
    Matei Demetrescu
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    Uwe Hassler
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    publication date
    10 May 2017
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F12
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    62M20
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    91B84
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    zbMATH DE Number
    6713521
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