A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models

Impact Factor:3.035

DOI number:10.1007/s11222-011-9304-6

Journal:STATISTICS AND COMPUTING

First Author:jinbaisuo

Correspondence Author:jinbaisuo

Document Code:000313731700007

Volume:23

Issue:2

Page Number:221-231

ISSN No.:0960-3174

Translation or Not:no

Date of Publication:2013-02-28

Included Journals:SCI