Deterministic versus stochastic seasonal fractional integration and structural breaks
type: Item
instance of: scholarly article
title: Deterministic versus stochastic seasonal fractional integration and structural breaks
zbMATH Open document ID: 1322.62012
author: Guglielmo Maria Caporale
author: Juncal Cuñado
author: Luis A. Gil-Alana
published in: Statistics and Computing
publication date: 2015-10-16T00:00:00Z
full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary
Mathematics Subject Classification ID: 62-07
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6495021
zbMATH Keywords: deterministic and stochastic seasonality
zbMATH Keywords: fractional integration
zbMATH Keywords: structural breaks
MaRDI profile type: Publication
OpenAlex ID: W2161021944
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DOI: 10.1007/S11222-011-9227-2
description: scientific article; zbMATH DE number 6495021