Testing for a break in persistence under long-range dependencies (Q135936)
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scientific article; zbMATH DE number 5855768
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Testing for a break in persistence under long-range dependencies |
scientific article; zbMATH DE number 5855768 |
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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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0.8575209379196167
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0.855739414691925
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0.8462464213371277
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0.825467050075531
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0.824221670627594
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Philipp Sibbertsen
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Robinson Kruse
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