SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET
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Publication:5071683
DOI10.1017/S0266466621000104zbMath1493.62605arXiv2002.04101OpenAlexW3136188847MaRDI QIDQ5071683
Shanglin Lu, Zhen-Ya Liu, Lajos Horváth
Publication date: 22 April 2022
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2002.04101
Related Items
Loss function-based change point detection in risk measures, Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models
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