Change point estimation in regressions with \(I(d)\) variables. (Q5940733)
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scientific article; zbMATH DE number 1634868
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| English | Change point estimation in regressions with \(I(d)\) variables. |
scientific article; zbMATH DE number 1634868 |
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Change point estimation in regressions with \(I(d)\) variables. (English)
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20 August 2001
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Change point estimation
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Fractional Brownian motion
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Spurious change
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0.9275948
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0.9266314
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0.91797006
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0.9140359
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0.9137424
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