Testing the stability of the functional autoregressive process

Journal of Multivariate Analysis

Volumn 101, Issue 2, 2010, Pages 352-367

  Horváth, Lajos ^a   Hušková, Marie ^b   Kokoszka, Piotr ^c  

^a UNIVERSITY OF UTAH   (United States)

^b CHARLES UNIVERSITY   (Czech Republic)

^c UTAH STATE UNIVERSITY   (United States)

Author keywords

62M10; Change point; Functional autoregressive process

Indexed keywords

EID: 70449528771     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2008.12.008     Document Type: Article

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