Robust methods for detecting multiple level breaks in autocorrelated time series (Q736530)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust methods for detecting multiple level breaks in autocorrelated time series |
scientific article |
Statements
Robust methods for detecting multiple level breaks in autocorrelated time series (English)
0 references
4 August 2016
0 references
level breaks
0 references
unit root
0 references
moving means
0 references
long run variance estimation
0 references
robust tests
0 references
breakpoint estimation
0 references
0 references
0 references
