Testing for parameter stability in RCA(1) time series

Journal of Statistical Planning and Inference

Volumn 136, Issue 9, 2006, Pages 3070-3089

  Aue, Alexander ^a  

^a UNIVERSITY OF UTAH   (United States)

Author keywords

LS estimators; RCA time series; Strong invariance principles

Indexed keywords

EID: 33747461693     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2005.01.003     Document Type: Article

References (25)

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