Estimating multiple breaks in mean sequentially with fractionally integrated errors (Q2066504)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating multiple breaks in mean sequentially with fractionally integrated errors |
scientific article |
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Estimating multiple breaks in mean sequentially with fractionally integrated errors (English)
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14 January 2022
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fractionally integrated processes
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least squares method
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limiting distributions
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multiple breaks
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