Tests for structural breaks in memory parameters of long-memory heterogeneous autoregressive models (Q5075573)
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scientific article; zbMATH DE number 7527288
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English | Tests for structural breaks in memory parameters of long-memory heterogeneous autoregressive models |
scientific article; zbMATH DE number 7527288 |
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Tests for structural breaks in memory parameters of long-memory heterogeneous autoregressive models (English)
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16 May 2022
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CUSUM
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HAR model
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long-memory
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parameter constancy
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realized volatility
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structural break
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