Testing for a break in persistence under long-range dependencies and mean shifts (Q452309)
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scientific article; zbMATH DE number 6084565
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| default for all languages | No label defined |
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| English | Testing for a break in persistence under long-range dependencies and mean shifts |
scientific article; zbMATH DE number 6084565 |
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Testing for a break in persistence under long-range dependencies and mean shifts (English)
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20 September 2012
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break in persistence
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long memory
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structural break
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level shift
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0.8486382365226746
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0.8462464213371277
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0.8200140595436096
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0.8116925358772278
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0.8056336045265198
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