Testing for a structural break at unknown date with long-memory disturbances

Journal of Time Series Analysis

Volumn 19, Issue 3, 1998, Pages 369-376

  Wright, Jonathan H ^a  

^a NONE

Author keywords

Change point; Fractional processes; Mean shift

Indexed keywords

EID: 0346933254     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00097     Document Type: Article

References (12)

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