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Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density
Ahamada, Ibrahim; Jouini, Jamel; Boutahar, Mohamed - In: Applied economics 36 (2004) 10, pp. 1095-1102
Persistent link: https://www.econbiz.de/10007646482
Cover Image
Detecting multiple breaks in a time series covariance structure : a non-parametric approach based on the evolutionary spectral density
Ahamada, Ibrahim; Jouini, Jamel; Boutahar, Mohamed - In: Applied economics 36 (2004) 10, pp. 1095-1101
Persistent link: https://www.econbiz.de/10002121559