The functional central limit theorem and structural change test for the \(\mathrm{HAR}(\infty)\) model (Q485701)
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scientific article; zbMATH DE number 6386022
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| English | The functional central limit theorem and structural change test for the \(\mathrm{HAR}(\infty)\) model |
scientific article; zbMATH DE number 6386022 |
Statements
The functional central limit theorem and structural change test for the \(\mathrm{HAR}(\infty)\) model (English)
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14 January 2015
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functional central limit theorem
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\(\mathrm{HAR}(\infty)\) model
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\(L_2\)-NED
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structural break
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CUSUM
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0.86606264
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0.8580325
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0.85717237
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0.85490084
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0.8527976
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