Structural break estimation for nonstationary time series models
Richard A. Davis, Thomas C. M. Lee, and Gabriel A. Rodriguez-Yam
| Year of publication: |
2006
|
|---|---|
| Authors: | Davis, Richard A. ; Lee, Thomas C. M. ; Rodriguez-Yam, Gabriel A. |
| Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 101.2006, p. 223-239
|
| Subject: | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003309659