Structural changes estimation for strongly dependent processes
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Publication:5218917
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Cites work
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Cited in
(6)- Bayesian multiple structural change-points estimation in time series models with genetic algorithm
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- Structural breaks in time series
- Piecewise FARIMA models for long-memory time series
- Estimation and identification of periodic autoregressive models with one exogenous variable
- Structural Break Estimation for Nonstationary Time Series Models
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