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 proceeding › Conference abstract

Original language	English
Title of host publication	INFORMS APS 2019
Pages	100
Number of pages	1
Publication status	Published - 2019
Event	INFORMS Applied Probability Society Conference (20th : 2019) - Brisbane, Australia Duration: 3 Jul 2019 → 5 Jul 2019 Conference number: 20th https://informs-aps.smp.uq.edu.au/

Conference	INFORMS Applied Probability Society Conference (20th : 2019)
Abbreviated title	INFORMS-APS 2019
Country/Territory	Australia
City	Brisbane
Period	3/07/19 → 5/07/19
Internet address	https://informs-aps.smp.uq.edu.au/

Cite this

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title = "Modelling structural breaks in Autoregressive Time Series using parametric spectral discrimination tests",

author = "A. Grant and L. Ma and G. Sofronov and Wishart, {J. R.}",

year = "2019",

language = "English",

pages = "100",

booktitle = "INFORMS APS 2019",

note = "INFORMS Applied Probability Society Conference (20th : 2019), INFORMS-APS 2019 ; Conference date: 03-07-2019 Through 05-07-2019",

url = "https://informs-aps.smp.uq.edu.au/",

}

TY - CHAP

T1 - Modelling structural breaks in Autoregressive Time Series using parametric spectral discrimination tests

AU - Grant, A.

AU - Ma, L.

AU - Sofronov, G.

AU - Wishart, J. R.

N1 - Conference code: 20th

PY - 2019

Y1 - 2019

UR - https://informs-aps.smp.uq.edu.au/full-program.pdf

M3 - Conference abstract

SP - 100

BT - INFORMS APS 2019

T2 - INFORMS Applied Probability Society Conference (20th : 2019)

Y2 - 3 July 2019 through 5 July 2019

ER -