Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points
| Year of publication: |
2013
|
|---|---|
| Authors: | Wang, Shin-Huei ; Vasilakis, Chrysovalantis |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 118.2013, 2, p. 389-392
|