Detecting at-most-m changes in linear regression models

Horváth, Lajos, Pouliot, William and Wang, Shixuan 2017. Detecting at-most-m changes in linear regression models. Journal of Time Series Analysis 38 (4) , p. 552. 10.1111/jtsa.12228

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Item Type:	Article
Date Type:	Publication
Status:	Published
Schools:	Business (Including Economics)
Publisher:	Wiley Blackwell
ISSN:	0143-9782
Date of First Compliant Deposit:	4 August 2017
Date of Acceptance:	11 November 2016
Last Modified:	18 Nov 2024 19:00
URI:	https://orca.cardiff.ac.uk/id/eprint/103279

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