Semiparametric Detection of Changes in Long Range Dependence
Author:
Affiliation:
1. Dipartimento di Economia, Management e Metodi QuantitativiUniversità degli Studi di MilanoMilano Italy
2. Department of Economics and Related StudiesUniversity of YorkYork UK
3. Department of EconomicsQueen Mary University of LondonLondon UK
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/jtsa.12448
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