Name of Quantlet: LPA_AR
Published in: Published in: Watt did you expect?
Description: This Quantlet produces the code for adaptive window change detection in an AR model.
Keywords: time series, AR, LPA, Local Parametric Approach, Adaptive Window
Author: Raul Cristian Bag, Stefan Lessmann, Daniel Traian Pele, Wolfgang Karl Härdle
Datafile: Datasets/1.csv
QuantLet/LPA_AR
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