The Library
A asymptotics of stationary and nonstationary AR(1) processes with multiple structural breaks in mean
Tools
Tools
Tools
Chu, Ba M. and Hwang, Soosung (2006) A asymptotics of stationary and nonstationary AR(1) processes with multiple structural breaks in mean. Working Paper. Warwick Business School, Financial Econometrics Research Centre, Coventry.
![[img]](http://wrap.warwick.ac.uk/style/images/fileicons/application_pdf.png)
|
PDF
WRAP_Chu_fwp06-04.pdf - Requires a PDF viewer such as GSview, Xpdf or Adobe Acrobat Reader Download (855Kb) |
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 |
| Date: | 2006 |
| Number: | No.06- |
| Number of Pages: | 52 |
| Status: | Not Peer Reviewed |
| Access rights to Published version: | Open Access |
| URI: | http://wrap.warwick.ac.uk/id/eprint/1764 |
Actions (login required)
 |
View Item |
