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Empirical Economics 2020 / 3

Monitoring memory parameter change-points in long-memory time series

Chen, Zhanshou, Xiao, Yanting, Li, Fuxiao
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Journal:
Empirical Economics
DOI:
10.1007/s00181-020-01840-4
Date:
March, 2020
File:
PDF, 468 KB
2020
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