Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points (Q356616)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points |
scientific article; zbMATH DE number 6192014
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points |
scientific article; zbMATH DE number 6192014 |
Statements
Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points (English)
0 references
26 July 2013
0 references
structural breaks
0 references
predictive tests
0 references
long memory
0 references
0 references
