On consistency of minimum description length model selection for piecewise autoregressions
Davis, Richard A., Hancock, Stacey A., Yao, Yi-ChingLanguage:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2016.05.013
Date:
June, 2016
File:
PDF, 473 KB
english, 2016