Inference on a structural break in trend with fractionally integrated errors (Q2815049)

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scientific article; zbMATH DE number 6598567
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Inference on a structural break in trend with fractionally integrated errors
scientific article; zbMATH DE number 6598567

    Statements

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    27 June 2016
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    fractionally integrated process
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    linear trend
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    segmented trend
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    spurious break
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    structural change
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    Inference on a structural break in trend with fractionally integrated errors (English)
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