Non identification of structural change in non stationary AR(1) models (Q5078895)
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scientific article; zbMATH DE number 7531804
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non identification of structural change in non stationary AR(1) models |
scientific article; zbMATH DE number 7531804 |
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Non identification of structural change in non stationary AR(1) models (English)
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25 May 2022
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AR(1) model
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domain of attraction of the normal law
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least squares estimator
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structural change
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unit root
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