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Testing for a Structural Break at Unknown Date with Long-memory Disturbances - MaRDI portal

Testing for a Structural Break at Unknown Date with Long-memory Disturbances (Q3838310)

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Testing for a Structural Break at Unknown Date with Long-memory Disturbances
scientific article

    Statements

    title
    Testing for a Structural Break at Unknown Date with Long-memory Disturbances (English)
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    author
    Jonathan H. Wright
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    publication date
    9 August 1998
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    zbMATH Keywords
    mean shift
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    change point
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    fractional processes
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    Identifiers

    zbMATH DE Number
    1185431
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    OpenAlex ID
    W2042772848
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