Testing structural breaks versus long memory with the Box-Pierce statistics : a Monte Carlo study
Year of publication: |
2009
|
---|---|
Authors: | Bisaglia, Luisa ; Gerolimetto, Margherita |
Published in: |
Statistical methods & applications : SMA ; journal of the Italian Statistical Society. - Berlin, Germany : Springer, ISSN 1618-2510, ZDB-ID 2082218-2. - Vol. 18.2009, 4, p. 543-553
|
Subject: | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Statistischer Test | Statistical test | Schätztheorie | Estimation theory |
-
Testing for multiple structural changes with non-homogeneous regressors
Kurozumi, Eiji, (2015)
-
Testing for multiple structural changes with non-homogeneous regressors
Kurozumi, Eiji, (2012)
-
Likelihood-ratio-based confidence sets for the timing of structural breaks
Eo, Yunjong, (2015)
- More ...
-
Forecasting long memory time series when occasional breaks occur
Bisaglia, Luisa, (2008)
-
Estimation and Forecasting in INAR(P) Models Using Sieve Bootstrap
Bisaglia, Luisa, (2018)
-
Estimation and forecasting in INAR(p) models using sieve bootstrap
Bisaglia, Luisa, (2018)
- More ...