Modelling structural breaks in Autoregressive Time Series using parametric spectral discrimination tests

A. Grant, L. Ma, G. Sofronov, J. R. Wishart

Research output: Chapter in Book/Report/Conference proceedingConference abstract

Original languageEnglish
Title of host publicationINFORMS APS 2019
Pages100
Number of pages1
Publication statusPublished - 2019
EventINFORMS Applied Probability Society Conference (20th : 2019) - Brisbane, Australia
Duration: 3 Jul 20195 Jul 2019
Conference number: 20th
https://informs-aps.smp.uq.edu.au/

Conference

ConferenceINFORMS Applied Probability Society Conference (20th : 2019)
Abbreviated titleINFORMS-APS 2019
CountryAustralia
CityBrisbane
Period3/07/195/07/19
Internet address

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