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Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models - MaRDI portal

Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models

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Publication:6667054

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DOI10.1080/07350015.2014.985828MaRDI QIDQ6667054

Marcelo C. Medeiros, Eric Hillebrand

Publication date: 20 January 2025

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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