Fractional integration and structural breaks at unknown periods of time (Q3608192)
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scientific article; zbMATH DE number 5520684
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Fractional integration and structural breaks at unknown periods of time |
scientific article; zbMATH DE number 5520684 |
Statements
Fractional integration and structural breaks at unknown periods of time (English)
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28 February 2009
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long memory
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deterministic trends
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structural change
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0.8301603198051453
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0.8294975757598877
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0.8255969882011414
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0.808616042137146
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0.8078287839889526
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