A simple test on structural change in long-memory time series (Q135940)
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scientific article; zbMATH DE number 6947431
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A simple test on structural change in long-memory time series |
scientific article; zbMATH DE number 6947431 |
Statements
163
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90-94
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February 2018
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5 October 2018
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A simple test on structural change in long-memory time series (English)
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fractional integration
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structural breaks
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long memory
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0.8829286098480225
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0.8821800351142883
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0.8696961998939514
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0.8654060363769531
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0.8636641502380371
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Kai Wenger
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Philipp Sibbertsen
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Christian Leschinski
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