A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component

From MaRDI portal
Publication:3103186

DOI10.1111/J.1467-9892.2010.00666.XzbMath1416.62502OpenAlexW3122548310MaRDI QIDQ3103186

Mohitosh Kejriwal, Pierre Perron

Publication date: 26 November 2011

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2010.00666.x




Related Items (8)




Cites Work




This page was built for publication: A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component