Estimating a gradual parameter change in an AR(1)-process
| Year of publication: |
2021
|
|---|---|
| Authors: | Hušková, Marie ; Prášková, Zuzana ; Steinebach, Josef G. |
| Published in: |
Metrika. - Berlin, Heidelberg : Springer, ISSN 1435-926X. - Vol. 85.2021, 7, p. 771-808
|
| Publisher: |
Berlin, Heidelberg : Springer |
| Subject: | AR(1)-process | Gradual change | Change-point estimator | Consistency | Convergence rate | Asymptotic normality |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Article |
| Language: | English |
| Other identifiers: | 10.1007/s00184-021-00844-z [DOI] |
| Classification: | F10 - Trade. General ; F12 - Models of Trade with Imperfect Competition and Scale Economies ; M10 - Business Administration. General |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014497477