Segmenting mean-nonstationary time series via trending regressions
Year of publication: |
2012
|
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Authors: | Aue, Alexander ; Horváth, Lajos ; Hušková, Marie |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 168.2012, 2, p. 367-381
|
Subject: | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis | Theorie | Theory | Marktsegmentierung | Market segmentation |
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