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Detecting at-most-m changes in linear regression models

Horváth, Lajos, Pouliot, William and Wang, Shixuan 2017. Detecting at-most-m changes in linear regression models. Journal of Time Series Analysis 38 (4) , p. 552. 10.1111/jtsa.12228

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Item Type: Article
Date Type: Publication
Status: Published
Schools: Business (Including Economics)
Publisher: Wiley Blackwell
ISSN: 0143-9782
Date of First Compliant Deposit: 4 August 2017
Date of Acceptance: 11 November 2016
Last Modified: 10 Mar 2020 15:37

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