Test for Change in Error Variance of Multiple Time Series
Changes in levels of multiple time series based on their common components helps characterize the shared behavior of the data generating process with known events causing perturbations in their movements. However, changes in variance of the error structure leads to misspecification of models that co...
Gardado en:
| Principais autores: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
SAGE Publishing
2025-01-01
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| Series: | SAGE Open |
| Acceso en liña: | https://doi.org/10.1177/21582440251315229 |
| Tags: |
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