Ratio-based estimators for a change point in persistence (Q528070)
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scientific article; zbMATH DE number 6714776
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| English | Ratio-based estimators for a change point in persistence |
scientific article; zbMATH DE number 6714776 |
Statements
Ratio-based estimators for a change point in persistence (English)
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12 May 2017
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persistence change
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order of integration
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structural breaks
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0.8353196978569031
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0.7852335572242737
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0.7784211039543152
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0.7773450613021851
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0.7742951512336731
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