Testing for a break in persistence under long-range dependencies (Q135936)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for a break in persistence under long-range dependencies |
scientific article |
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30
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3
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263-285
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May 2009
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22 February 2011
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Testing for a break in persistence under long-range dependencies (English)
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ARFIMA(p,d,q) process
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long memory
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CUSUM
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squares-based test
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