Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points (Q356616)
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scientific article; zbMATH DE number 6192014
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| English | Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points |
scientific article; zbMATH DE number 6192014 |
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Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points (English)
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26 July 2013
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structural breaks
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predictive tests
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long memory
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0.825467050075531
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0.783422589302063
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0.7828505039215088
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0.779867947101593
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0.7794569730758667
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