Detection of change in persistence of a linear time series
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Publication:1971788
DOI10.1016/S0304-4076(99)00031-7zbMath0943.62091OpenAlexW2047220206WikidataQ126589601 ScholiaQ126589601MaRDI QIDQ1971788
Publication date: 10 September 2000
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(99)00031-7
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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