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

Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl adolygu › adolygiad gan gymheiriaid

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Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points. / Wang, S.H; Vasilakis, Chrysovalantis.
Yn: Economics Letters, Cyfrol 118, Rhif 2, 2013, t. 389-392.

Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl adolygu › adolygiad gan gymheiriaid

HarvardHarvard

Wang, SH & Vasilakis, C 2013, 'Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points', Economics Letters, cyfrol. 118, rhif 2, tt. 389-392. https://doi.org/10.1016/j.econlet.2012.11.011

APA

Wang, S. H., & Vasilakis, C. (2013). Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points. Economics Letters, 118(2), 389-392. https://doi.org/10.1016/j.econlet.2012.11.011

CBE

Wang SH, Vasilakis C. 2013. Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points. Economics Letters. 118(2):389-392. https://doi.org/10.1016/j.econlet.2012.11.011

MLA

Wang, S.H a Chrysovalantis Vasilakis. "Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points". Economics Letters. 2013, 118(2). 389-392. https://doi.org/10.1016/j.econlet.2012.11.011

VancouverVancouver

Wang SH, Vasilakis C. Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points. Economics Letters. 2013;118(2):389-392. doi: 10.1016/j.econlet.2012.11.011

Author

Wang, S.H ; Vasilakis, Chrysovalantis. / Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points. Yn: Economics Letters. 2013 ; Cyfrol 118, Rhif 2. tt. 389-392.

RIS

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

VL - 118

SP - 389

EP - 392

JO - Economics Letters

JF - Economics Letters

SN - 0165-1765

IS - 2

ER -