Estimating a change point in the long memory parameter

Journal of Time Series Analysis

Volumn 32, Issue 3, 2011, Pages 304-314

  Yamaguchi, Keiko ^a  

^a TOKYO UNIVERSITY OF SCIENCE   (Japan)

Author keywords

Break in persistence; C22; Change point; Long memory

Indexed keywords

EID: 79953837277     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2010.00700.x     Document Type: Article

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