Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise
Crossref DOI link: https://doi.org/10.1007/s11203-020-09217-1
Published Online: 2020-06-09
Published Print: 2020-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Brouste, Alexandre http://orcid.org/0000-0001-6719-7432
Cai, Chunhao
Soltane, Marius
Wang, Longmin
Text and Data Mining valid from 2020-06-09
Version of Record valid from 2020-06-09
Article History
Received: 23 December 2019
Accepted: 9 May 2020
First Online: 9 June 2020