Deterministic Parameter Change Models in Continuous and Discrete Time
Deterministic Parameter Change Models in Continuous and Discrete Time is a scholarly work, published in 2019 in ''Journal of Time Series Analysis''. The main subjects of the publication include neontology, autoregressive model, applied mathematics, data envelopment analysis, biological function, Discrete modelling, discrete choice, Continuous modelling, stochastic process, econometrics, discrete time and continuous time, regularization, statistics, mathematics, and macroeconomics. We consider a model of deterministic one‐time parameter change in a continuous time autoregressive model around a deterministic trend function.