Estimating multiple breaks in mean sequentially with fractionally integrated errors (Q2066504)
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scientific article; zbMATH DE number 7457448
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating multiple breaks in mean sequentially with fractionally integrated errors |
scientific article; zbMATH DE number 7457448 |
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Estimating multiple breaks in mean sequentially with fractionally integrated errors (English)
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14 January 2022
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fractionally integrated processes
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least squares method
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limiting distributions
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multiple breaks
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0.8779868
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0.86483544
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0.86368775
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0.8563362
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0.8505741
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0.84451795
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0.8341408
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0.8339038
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