Distinguishing between breaks in the mean and breaks in persistence under long memory

Distinguishing between breaks in the mean and breaks in persistence under long memory
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DOI:
10.1016/j.econlet.2020.109338
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发表时间:
2020-08
期刊:
影响因子:
2
通讯作者:
Simon Wingert;M. Mboya;P. Sibbertsen
Simon Wingert;M. Mboya;P. Sibbertsen
中科院分区:
经济学4区
文献类型:
--
作者:
Simon Wingert;M. Mboya;P. Sibbertsen

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