Estimating a common break point in means for long-range dependent panel data
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Publication:6655927
DOI10.1111/jtsa.12763MaRDI QIDQ6655927
Cheng-Der Fuh, Daiqing Xi, Tian-Xiao Pang
Publication date: 27 December 2024
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Inference from stochastic processes (62Mxx)
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