Long memory versus structural breaks: An overview

Statistical Papers

Volumn 45, Issue 4, 2004, Pages 465-515

  Sibbertsen, Philipp ^a  

^a TU DORTMUND UNIVERSITY   (Germany)

Author keywords

Long memory; Structural breaks; Trends

Indexed keywords

EID: 4644310133     PISSN: 09325026     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02760564     Document Type: Review

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