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Detecting at-most-m changes in linear regression models

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Horváth, L., Pouliot, W. and Wang, S. orcid id iconORCID: https://orcid.org/0000-0003-2113-5521 (2017) Detecting at-most-m changes in linear regression models. Journal of Time Series Analysis, 38 (4). pp. 552-590. ISSN 1467-9892 doi: 10.1111/jtsa.12228

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Item Type Article
URI https://reading-clone.eprints-hosting.org/id/eprint/79664
Identification Number/DOI 10.1111/jtsa.12228
Refereed Yes
Divisions Arts, Humanities and Social Science > School of Politics, Economics and International Relations > Economics
Publisher Wiley-Blackwell
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[thumbnail of 2C-jtsa-NOV13_2016.pdf]
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· Please see our End User Agreement before downloading. | Preview
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