Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points-Reference-Cited by-同舟云学术

Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points

Published:2013-02 Issue:2 Volume:118 Page:389-392
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Wang Shin-Huei,Vasilakis Chrysovalantis

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

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5. Comparison of forecast and actuality;Box;Applied Statistics,1976

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