A fixed-\(b\) test for a break in level at an unknown time under fractional integration (Q2933189)
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scientific article; zbMATH DE number 6379168
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| English | A fixed-\(b\) test for a break in level at an unknown time under fractional integration |
scientific article; zbMATH DE number 6379168 |
Statements
A FIXED-<i>b</i>TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION (English)
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10 December 2014
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spurious long memory
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Wald statistic
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fractional integration
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fixed-\(b\) asymptotics
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0.8596262335777283
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0.8440924286842346
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0.8408764600753784
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0.8406165838241577
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0.8232787251472473
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