Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown brak points
Year of publication: |
2013
|
---|---|
Authors: | Wang, Shin-huei ; Vasilakis, Chrysovalantis |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 118.2013, 2, p. 389-392
|
Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | ARMA-Modell | ARMA model | Statistischer Test | Statistical test | Schätztheorie | Estimation theory |
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