Deterministic versus stochastic seasonal fractional integration and structural breaks
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Publication:746213
DOI10.1007/s11222-011-9227-2zbMath1322.62012OpenAlexW2161021944MaRDI QIDQ746213
Juncal Cunado, Guglielmo Maria Caporale, Luis A. Gil-Alana
Publication date: 16 October 2015
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.544.2700
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Cites Work
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