Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points (Q356616): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91G70 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M07 / rank | |||
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| Property / zbMATH DE Number: 6192014 / rank | |||
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structural breaks | |||
| Property / zbMATH Keywords: structural breaks / rank | |||
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predictive tests | |||
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long memory | |||
| Property / zbMATH Keywords: long memory / rank | |||
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Revision as of 09:36, 28 June 2023
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 |
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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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