Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points (Q356616): Difference between revisions
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Revision as of 00:04, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points |
scientific article |
Statements
Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points (English)
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26 July 2013
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structural breaks
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predictive tests
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long memory
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