Autoregressive spectral estimates under ignored changes in the mean

Demetrescu, Matei ; Hosseinkouchack, Mehdi

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DOI:	https://doi.org/10.1111/jtsa.12612
URL:	https://madoc.bib.uni-mannheim.de/60552
Additional URL:	https://onlinelibrary.wiley.com/doi/10.1111/jtsa.1...
URN:	urn:nbn:de:bsz:180-madoc-605527
Document Type:	Article
Year of publication:	2022
The title of a journal, publication series:	Journal of Time Series Analysis
Volume:	43
Issue number:	2
Page range:	329-340
Place of publication:	Oxford
Publishing house:	Wiley Blackwell
ISSN:	0143-9782 , 1467-9892
Publication language:	English
Institution:	School of Law and Economics > Sonstige - Fakultät für Rechtswissenschaft und Volkswirtschaftslehre
Pre-existing license:	Creative Commons Attribution, Non-Commercial, No Derivatives 4.0 International (CC BY-NC-ND 4.0)
Subject:	310 Statistics
Additional information:	Online-Ressource