The functional central limit theorem and structural change test for the HAR(∞) model
Oesook Lee
| Year of publication: |
2014
|
|---|---|
| Authors: | Lee, Oesook |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 124.2014, 3, p. 370-373
|
| Subject: | Functional central limit theorem | HAR(∞) model | L2-NED | Structural break | CUSUM | Strukturbruch | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010495189