He, Changli (contributor); Sandberg, Rickard (contributor) - 2005 - [Elektronische Ressource], Rev. February 8, 2005
the paper has been presented at the workshop on Econometric Time
Series Analysis - Methods and Applications, Linz, Austria … Society (ESEM)
Madrid, Spain 2004.
1
1 Introduction
The issue of parameter constancy in time series models is important and … arises since it
appears that data from many e.g. economic time series rather support models whose pa-
rameters are likely to …