Testing for a break in persistence under long-range...

Statistical Papers 2012 / 05 Vol. 53; Iss. 2

Testing for a break in persistence under long-range dependencies and mean shifts

Philipp Sibbertsen, Juliane Willert
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Volume:
53
Language:
english
Pages:
14
DOI:
10.1007/s00362-010-0342-5
Date:
May, 2012
File:
PDF, 1.14 MB
english, 2012
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