Testing structural breaks versus long memory with the Box-Pierce statistics: a Monte Carlo study (Q257526): Difference between revisions

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Latest revision as of 15:46, 11 July 2024

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Testing structural breaks versus long memory with the Box-Pierce statistics: a Monte Carlo study
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    Testing structural breaks versus long memory with the Box-Pierce statistics: a Monte Carlo study (English)
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    17 March 2016
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    long memory
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    occasional structural breaks
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    Box-Pierce test
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