Testing for structural change of AR model to threshold AR models

István Berkes, Lajos Horvath, S. Ling, Johannes Schauer

Research output: Contribution to journalArticle

LanguageEnglish
Pages547-565
JournalJournal of time series analysis
Volume32
Issue number5
StatusPublished - 2011

Fields of Expertise

  • Information, Communication & Computing

Treatment code (Nähere Zuordnung)

  • Basic - Fundamental (Grundlagenforschung)

Cite this

Testing for structural change of AR model to threshold AR models. / Berkes, István; Horvath, Lajos; Ling, S.; Schauer, Johannes.

In: Journal of time series analysis, Vol. 32, No. 5, 2011, p. 547-565.

Research output: Contribution to journalArticle

Berkes, I, Horvath, L, Ling, S & Schauer, J 2011, 'Testing for structural change of AR model to threshold AR models' Journal of time series analysis, vol 32, no. 5, pp. 547-565.
Berkes, István ; Horvath, Lajos ; Ling, S. ; Schauer, Johannes. / Testing for structural change of AR model to threshold AR models. In: Journal of time series analysis. 2011 ; Vol. 32, No. 5. pp. 547-565
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