Structural Break Estimation for Nonstationary Time Series Models
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Publication:5754934
DOI10.1198/016214505000000745zbMath1118.62359OpenAlexW2072254976MaRDI QIDQ5754934
Gabriel A. Rodriguez-Yam, Richard A. Davis, Thomas C. M. Lee
Publication date: 20 August 2007
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/016214505000000745
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Approximation methods and heuristics in mathematical programming (90C59)
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