Semiparametric detection of changes in long range dependence
Year of publication: |
2017
|
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Authors: | Iacone, Fabrizio ; Lazarova, Stepana |
Publisher: |
London : Queen Mary University of London, School of Economics and Finance |
Subject: | Long memory | persistence | break | local Whittle estimate |
Series: | Working Paper ; 830 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1007166711 [GVK] hdl:10419/184781 [Handle] RePEc:qmw:qmwecw:830 [RePEc] |
Classification: | C22 - Time-Series Models |
Source: |
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Semiparametric detection of changes in long range dependence
Iacone, Fabrizio, (2017)
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