The functional central limit theorem and structural change test for the \(\mathrm{HAR}(\infty)\) model
type: Item
instance of: scholarly article
title: The functional central limit theorem and structural change test for the \(\mathrm{HAR}(\infty)\) model
zbMATH Open document ID: 1303.60025
author: Oesook Lee
published in: Economics Letters
publication date: 2015-01-14T00:00:00Z
Mathematics Subject Classification ID: 60F17
zbMATH DE Number: 6386022
zbMATH Keywords: functional central limit theorem
zbMATH Keywords: \(\mathrm{HAR}(\infty)\) model
zbMATH Keywords: \(L_2\)-NED
zbMATH Keywords: structural break
zbMATH Keywords: CUSUM
MaRDI profile type: Publication
full work available at URL: j.econlet.2014.06.029
OpenAlex ID: W2090165059
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DOI: 10.1016/J.ECONLET.2014.06.029
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description: scientific article; zbMATH DE number 6386022