Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points

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@article{21c7c6c37f2248f2bb5b4638519179cf,

title = "Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points",

author = "S.H Wang and Chrysovalantis Vasilakis",

year = "2013",

doi = "10.1016/j.econlet.2012.11.011",

language = "English",

volume = "118",

pages = "389--392",

journal = "Economics Letters",

issn = "0165-1765",

publisher = "Elsevier",

number = "2",

}

TY - JOUR

T1 - Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points

AU - Wang, S.H

AU - Vasilakis, Chrysovalantis

PY - 2013

Y1 - 2013

U2 - 10.1016/j.econlet.2012.11.011

DO - 10.1016/j.econlet.2012.11.011

M3 - Review article

SN - 0165-1765

VL - 118

SP - 389

EP - 392

JO - Economics Letters

JF - Economics Letters

IS - 2

ER -