A asymptotics of stationary and nonstationary AR(1) processes with multiple structural breaks in mean
Chu, Ba M. and Hwang, Soosung (2006) A asymptotics of stationary and nonstationary AR(1) processes with multiple structural breaks in mean. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.06-).
WRAP_Chu_fwp06-04.pdf - Requires a PDF viewer such as GSview, Xpdf or Adobe Acrobat Reader
Official URL: http://www2.warwick.ac.uk/fac/soc/wbs/research/wfr...
|Item Type:||Working or Discussion Paper (Working Paper)|
|Subjects:||Q Science > QA Mathematics|
|Divisions:||Faculty of Social Sciences > Warwick Business School > Financial Econometrics Research Centre
Faculty of Social Sciences > Warwick Business School
|Library of Congress Subject Headings (LCSH):||Autoregression (Statistics), Asymptotic expansions, Least squares, Regression analysis -- Asymptotic theory|
|Series Name:||Working papers (Warwick Business School. Financial Econometrics Research Centre)|
|Publisher:||Warwick Business School, Financial Econometrics Research Centre|
|Place of Publication:||Coventry|
|Number of Pages:||52|
|Status:||Not Peer Reviewed|
|Access rights to Published version:||Open Access|
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