Estimating multiple breaks in mean sequentially with fractionally integrated errors
type: Item
instance of: scholarly article
title: Estimating multiple breaks in mean sequentially with fractionally integrated errors
zbMATH Open document ID: 1480.60057
author: Daiqing Xi
author: Tian-Xiao Pang
published in: Statistical Papers
publication date: 2022-01-14T00:00:00Z
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 90C39
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 7457448
zbMATH Keywords: fractionally integrated processes
zbMATH Keywords: least squares method
zbMATH Keywords: limiting distributions
zbMATH Keywords: multiple breaks
MaRDI profile type: Publication
full work available at URL: s00362-019-01104-z
OpenAlex ID: W2933885585
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DOI: 10.1007/S00362-019-01104-Z
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description: scientific article; zbMATH DE number 7457448