Testing structural breaks versus long memory with the Box–Pierce statistics: a Monte Carlo study
| Year of publication: |
2009
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|---|---|
| Authors: | Bisaglia, Luisa ; Gerolimetto, Margherita |
| Published in: |
Statistical Methods and Applications. - Springer, ISSN 1618-2510. - Vol. 18.2009, 4, p. 543-553
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| Publisher: |
Springer |
| Subject: | Long memory | Occasional structural breaks | Box–Pierce test |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008537604