Testing for structural change of AR model to threshold AR models

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

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)547-565
JournalJournal of Time Series Analysis
Volume32
Issue number5
Publication statusPublished - 2011

Fields of Expertise

  • Information, Communication & Computing

Treatment code (Nähere Zuordnung)

  • Basic - Fundamental (Grundlagenforschung)

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