Testing for a Structural Break at Unknown Date with Long-memory Disturbances (Q3838310)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for a Structural Break at Unknown Date with Long-memory Disturbances |
scientific article |
Statements
Testing for a Structural Break at Unknown Date with Long-memory Disturbances (English)
0 references
9 August 1998
0 references
mean shift
0 references
change point
0 references
fractional processes
0 references
