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Deterministic Parameter Change Models in Continuous and Discrete Time (2019)

First Author: Chambers M

Attributed to: The Analysis of Non-stationary Time Series in Economics and Finance: Co-integration, Trend Breaks, and Mixed Frequency Data funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1111/jtsa.12456

Publication URI: http://dx.doi.org/10.1111/jtsa.12456

Type: Journal Article/Review

Parent Publication: Journal of Time Series Analysis

Issue: 1