Optimally Testing General Breaking Processes in Linear Time Series Models
Year of publication: |
2003
|
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Authors: | Elliott, Graham ; Müller, Ulrich K. |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Strukturbruch | Structural break |
Extent: | 1 Online-Ressource (57 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 2003 erstellt |
Other identifiers: | 10.2139/ssrn.410927 [DOI] |
Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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