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~subject:"Structural break"
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Structural break
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Bisaglia, Luisa
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Statistical methods & applications : SMA ; journal of the Italian Statistical Society
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Testing structural breaks versus long memory with the Box-Pierce statistics : a Monte Carlo study
Bisaglia, Luisa
;
Gerolimetto, Margherita
- In:
Statistical methods & applications : SMA ; journal of …
18
(
2009
)
4
,
pp. 543-553
Persistent link: https://www.econbiz.de/10003900173
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Forecasting long memory time series when occasional breaks occur
Bisaglia, Luisa
;
Gerolimetto, Margherita
- In:
Economics letters
98
(
2008
)
3
,
pp. 253-258
Persistent link: https://www.econbiz.de/10003719142
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