Detecting changes from short to long memory
| Year of publication: |
2011
|
|---|---|
| Authors: | Hassler, Uwe ; Scheithauer, Jan |
| Published in: |
Statistical Papers. - Springer. - Vol. 52.2011, 4, p. 847-870
|
| Publisher: |
Springer |
| Subject: | Change in persistence | Unknown change point | Change point estimation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009401673