Strong rules for detecting the number of breaks in a time series
type: Item
instance of: scholarly article
title: Strong rules for detecting the number of breaks in a time series
zbMATH Open document ID: 1030.62060
DOI: 10.1016/S0304-4076(03)00147-7
author: Filippo Altissimo
author: Valentina Corradi
published in: Journal of Econometrics
publication date: 2003-12-04T00:00:00Z
Mathematics Subject Classification ID: 62L10
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 2012985
zbMATH Keywords: Brownian bridge
zbMATH Keywords: Law of the iterated logarithm
zbMATH Keywords: Multiple structural breaks
zbMATH Keywords: Sequential hypothesis testing
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 2012985