ASYMPTOTIC INFERENCES FOR AN AR(1) MODEL WITH A CHANGE POINT: STATIONARY AND NEARLY NON-STATIONARY CASES
Article first published online: 7 DEC 2013
Copyright © 2013 Wiley Publishing Ltd
Journal of Time Series Analysis
Volume 35, Issue 2, pages 133–150, March 2014
How to Cite
Pang, T., Zhang, D. and Chong, T. T.-L. (2014), ASYMPTOTIC INFERENCES FOR AN AR(1) MODEL WITH A CHANGE POINT: STATIONARY AND NEARLY NON-STATIONARY CASES. Journal of Time Series Analysis, 35: 133–150. doi: 10.1111/jtsa.12055
- Issue published online: 6 FEB 2014
- Article first published online: 7 DEC 2013
- Manuscript Accepted: 29 OCT 2013
- Manuscript Revised: 18 AUG 2013
- Manuscript Received: 27 NOV 2012
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