Testing structural breaks versus long memory with the Box-Pierce statistics: a Monte Carlo study
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Publication:257526
DOI10.1007/s10260-008-0112-xzbMath1333.62009OpenAlexW2032795855MaRDI QIDQ257526
Luisa Bisaglia, Margherita Gerolimetto
Publication date: 17 March 2016
Published in: Statistical Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10260-008-0112-x
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