Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points
Year of publication: |
2013
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Authors: | Wang, Shin-Huei ; Vasilakis, Chrysovalantis |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 118.2013, 2, p. 389-392
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