A FIXED-bTEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION
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Publication:2933189
DOI10.1111/jtsa.12049zbMath1301.62079MaRDI QIDQ2933189
A. M. Robert Taylor, Stephen J. Leybourne, Fabrizio Iacone
Publication date: 10 December 2014
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12049
62G10: Nonparametric hypothesis testing
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G20: Asymptotic properties of nonparametric inference
62M07: Non-Markovian processes: hypothesis testing
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