Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points (Q356616)

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Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points
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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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