A simple test on structural change in long-memory time series
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Publication:135940
DOI10.1016/j.econlet.2017.12.007zbMath1397.62290OpenAlexW2772013811MaRDI QIDQ135940
Philipp Sibbertsen, Christian Leschinski, Kai Wenger, Philipp Sibbertsen, Christian Leschinski, Kai Wenger
Publication date: February 2018
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: http://diskussionspapiere.wiwi.uni-hannover.de/pdf_bib/dp-592.pdf
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential statistical analysis (62L10) Non-Markovian processes: hypothesis testing (62M07)
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