On distinguishing betweeen random walk and change in the mean alternatives

Alexander Aue; Lajos Horváth; Marie Hušková; Shiqing Ling

Year of publication:	2009
Authors:	Aue, Alexander ; Horváth, Lajos ; Hušková, Marie ; Ling, Shiqing
Published in:	Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 25.2009, 2, p. 411-441
Subject:	Random Walk \| Random walk \| Strukturbruch \| Structural break

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