Testing for a break in persistence under long-range dependencies
Year of publication: |
2007-11-01
|
---|---|
Authors: | Sibbertsen, Philipp ; Kruse, Robinson |
Institutions: | Universität <Hannover> / Wirtschaftswissenschaftliche Fakultät |
Subject: | Zeitreihe | Long-memory-Prozess | Ausdauer |
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