Testing for a break in persistence under long-range dependencies
نویسندگان
چکیده
منابع مشابه
A maximum likelihood estimator for long-range persistence
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ژورنال
عنوان ژورنال: Journal of Time Series Analysis
سال: 2009
ISSN: 0143-9782,1467-9892
DOI: 10.1111/j.1467-9892.2009.00611.x