Structural breaks in time series

DOI10.1111/j.1467-9892.2012.00819.xzbMath1274.62553OpenAlexW1544178588MaRDI QIDQ2852477

Alexander Aue, Lajos Horváth

Publication date: 9 October 2013

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2012.00819.x

zbMATH Keywords

CUSUMunit rootchange pointslong memorymean changevariance change

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

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