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~isPartOf:"CREATES research paper"
~person:"Delle Monache, Davide"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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Delle Monache, Davide
Grassi, Stefano
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Podolskij, Mark
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CREATES research paper
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Testing for level shifts in fractionally integrated processes : a state space approach
Delle Monache, Davide
;
Grassi, Stefano
;
Santucci de …
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2015
Persistent link: https://www.econbiz.de/10011296884
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Does the ARFIMA really shift?
Delle Monache, Davide
;
Grassi, Stefano
;
Santucci de …
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2016
Persistent link: https://www.econbiz.de/10011648629
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