A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models

✍ Scribed by Baisuo Jin, Xiaoping Shi, Yuehua Wu

• Book ID: 118810674
• Publisher: Springer US
• Year: 2011
• Tongue: English
• Weight: 649 KB
• Volume: 23
• Category: Article
• ISSN: 0960-3174
• DOI: 10.1007/s11222-011-9304-6