A note on monitoring time-varying parameters in an autoregression

FP (Frédéric) Carsoule, Philip Hans Franses

Research output: Contribution to journalArticleAcademic

13 Citations (Scopus)
21 Downloads (Pure)
Original languageUndefined/Unknown
Pages (from-to)51-62
Number of pages12
JournalMetrika
Volume57
Issue number1
DOIs
Publication statusPublished - 2003

Research programs

  • EUR ESE 11

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