Testing for a break in persistence under long-range dependencies and mean shifts
| Year of publication: |
2012
|
|---|---|
| Authors: | Sibbertsen, Philipp ; Willert, Juliane |
| Published in: |
Statistical Papers. - Springer. - Vol. 53.2012, 2, p. 357-370
|
| Publisher: |
Springer |
| Subject: | Break in persistence | Long memory | Structural break | Level shift |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010558279