Testing structural breaks versus long memory with the Box-Pierce statistics: a Monte Carlo study (Q257526)
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scientific article; zbMATH DE number 6557233
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| English | Testing structural breaks versus long memory with the Box-Pierce statistics: a Monte Carlo study |
scientific article; zbMATH DE number 6557233 |
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Testing structural breaks versus long memory with the Box-Pierce statistics: a Monte Carlo study (English)
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17 March 2016
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long memory
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occasional structural breaks
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Box-Pierce test
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0.8320364952087402
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0.8188162446022034
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0.8141472935676575
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0.7984034419059753
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0.7803791165351868
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