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On the definition and detection of structural change

  • B. Rustem
  • K. Velupillai
Part II: Research Reports
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 16)

Keywords

Stochastic Differential Equation Elemental Unit Observation Model Jump Process Transformation Formula 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag 1979

Authors and Affiliations

  • B. Rustem
    • 1
  • K. Velupillai
    • 2
  1. 1.Department of EconomicsLondon School of EconomicsLondonU.K.
  2. 2.Nationalekonomiska InstitutionenLunds UniversitetLund 5Sweden

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