Likelihood inference for discriminating between long-memory and change-point models
| Year of publication: |
2012
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|---|---|
| Authors: | Yau, Chun Yip ; Davis, Richard A. |
| Published in: |
Journal of Time Series Analysis. - Wiley Blackwell, ISSN 0143-9782. - Vol. 33.2012, 4, p. 649-664
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| Publisher: |
Wiley Blackwell |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010568316