Testing for intercept-scale switch in linear autoregression
Version of Record online: 13 JUN 2012
Copyright © 2012 Statistical Society of Canada
Canadian Journal of Statistics
Volume 40, Issue 3, pages 427–446, September 2012
How to Cite
Ketterer, F. and Holzmann, H. (2012), Testing for intercept-scale switch in linear autoregression. Can J Statistics, 40: 427–446. doi: 10.1002/cjs.11137
- Issue online: 15 AUG 2012
- Version of Record online: 13 JUN 2012
- Manuscript Accepted: 19 MAR 2012
- Manuscript Received: 4 MAY 2011
Additional supporting information may be found in the online version of this article.
Please note: Wiley Blackwell is not responsible for the content or functionality of any supporting information supplied by the authors. Any queries (other than missing content) should be directed to the corresponding author for the article.