Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points
Research output: Contribution to journal › Review article › peer-review
Electronic versions
| Original language | English |
|---|---|
| Pages (from-to) | 389-392 |
| Journal | Economics Letters |
| Volume | 118 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - 2013 |
| Externally published | Yes |