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Semiparametric Detection of Changes in Long Range Dependence

Year of publication:
2019
Authors: Iacone, Fabrizio ; Lazarová, Štěpána
Published in:
Journal of Time Series Analysis. - Wiley, ISSN 1467-9892, ZDB-ID 1473831-4. - Vol. 40.2019, 5 (05.02.), p. 693-706
Publisher: Wiley
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Type of publication: Article
Language: English
Other identifiers:
10.1111/jtsa.12448 [DOI]
Source:
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Persistent link: https://www.econbiz.de/10012094972
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