Testing for a Structural Break at Unknown Date with Long-memory Disturbances
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Publication:3838310
DOI10.1111/1467-9892.00097zbMath0906.62095OpenAlexW2042772848MaRDI QIDQ3838310
Publication date: 9 August 1998
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00097
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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