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