Sieve bootstrap monitoring for change from short to long memory
Zhanshou Chen, Yuhong Xing, Fuxiao Li
| Year of publication: |
March 2016
|
|---|---|
| Authors: | Chen, Zhanshou ; Xing, Yuhong ; Li, Fuxiao |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 140.2016, p. 53-56
|
| Subject: | Short memory process | Long memory process | Change point monitoring | Sieve bootstrap | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2015.12.023 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011615973