Comments on: ``Extensions of some classical methods in change point analysis
DOI10.1007/s11749-014-0367-5zbMath1305.62317OpenAlexW1993002144MaRDI QIDQ5971367
Publication date: 29 January 2015
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-014-0367-5
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Stochastic approximation (62L20) Functional limit theorems; invariance principles (60F17) Non-Markovian processes: hypothesis testing (62M07) Asymptotic properties of parametric tests (62F05)
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- The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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