Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown brak points
Shin-Huei Wang; Chrysovalantis Vasilakis
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009708863