A note on monitoring time-varying parameters in an autoregression
type: Item
instance of: scholarly article
title: A note on monitoring time-varying parameters in an autoregression
zbMATH Open document ID: 1433.62246
author: Frédéric Carsoule
author: Philip Hans Franses
published in: Metrika
publication date: 2015-10-14T00:00:00Z
full work available at URL: http://repub.eur.nl/pub/13317
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62L10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6493871
zbMATH Keywords: structural change
zbMATH Keywords: autoregression
zbMATH Keywords: misspecification test
MaRDI profile type: Publication
OpenAlex ID: W2161030512
cites work: Monitoring Structural Change
cites work: Q4884570
cites work: Q3774629
DOI: 10.1007/S001840200198
description: scientific article; zbMATH DE number 6493871