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Joint detection of structural change and nonstationarity in autoregressions

Jean-Yves Pitarakis

Publication Data

Title Joint detection of structural change and nonstationarity in autoregressions
Author Jean-Yves Pitarakis
Contributor
Publisher School of Social Sciences, Economics Division, University of Southampton
Publication date 2011
Publication location Southampton
Language English

Topics

Autoregression (Statistics)
Time-series analysis

Catalogue Data

OBNB ID GBB171220
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 519.55

ISBD

P1053 13 p.
P1042 Includes bibliographical references.

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Joint detection of structural change and nonstationarity in autoregressions by Jean-Yves Pitarakis. Published by School of Social Sciences, Economics Division, University of Southampton in 2011. Publication and catalogue information, links to buy online and reader comments.