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Structural change and the order of integration in univariate time series - MaRDI portal

Structural change and the order of integration in univariate time series (Q1827432)

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scientific article; zbMATH DE number 2083438
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English
Structural change and the order of integration in univariate time series
scientific article; zbMATH DE number 2083438

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    Structural change and the order of integration in univariate time series (English)
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    6 August 2004
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    fractional integration
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    structural breaks
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    Monte Carlo simulations
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