On consistency of minimum description length model selection for piecewise autoregressions

Please use this identifier to cite or link to this item: http://ir.sinica.edu.tw/handle/201000000A/42074

Title:	On consistency of minimum description length model selection for piecewise autoregressions
Authors:	Richard A. Davis Stacey A. Hancock Yi-Ching Yao
Issue Date:	2016
Relation:	JOURNAL OF ECONOMETRICS
URI:	http://ir.sinica.edu.tw/handle/201000000A/42074
ISSN:	http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=Drexel&SrcApp=hagerty_opac&KeyRecord=0304-4076&DestApp=JCR&RQ=IF_CAT_BOXPLOT
Appears in Collections:	統計科學研究所

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