A simple test on structural change in long-memory time series (Q135940): Difference between revisions

Newer edit →

@@ Property / publication date @@
+October 2018Timestamp +2018-10-05T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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-Timestamp
++2018-10-05T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
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@@ Property / publication date: 5 October 2018 / rank @@
+Normal rank
@@ Property / author @@
+Kai Wenger
@@ Property / author: Kai Wenger / rank @@
+Normal rank
@@ Property / author @@
+Christian Leschinski
@@ Property / author: Christian Leschinski / rank @@
+Normal rank
@@ Property / author @@
+Philipp Sibbertsen
@@ Property / author: Philipp Sibbertsen / rank @@
+Normal rank
@@ Property / title @@
+A simple test on structural change in long-memory time series (English)
+Normal rank
@@ Property / zbMATH Open document ID @@
+.62290
@@ Property / zbMATH Open document ID: 1397.62290 / rank @@
+Normal rank
@@ Property / full work available at URL @@
+http://diskussionspapiere.wiwi.uni-hannover.de/pdf_bib/dp-592.pdf
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M07
@@ Property / Mathematics Subject Classification ID: 62M07 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+L10
@@ Property / Mathematics Subject Classification ID: 62L10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6947431
@@ Property / zbMATH DE Number: 6947431 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fractional integration
@@ Property / zbMATH Keywords: fractional integration / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+structural breaks
@@ Property / zbMATH Keywords: structural breaks / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+long memory
@@ Property / zbMATH Keywords: long memory / rank @@
+Normal rank