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Testing for a break in persistence under long-range dependencies and mean shifts

Philipp Sibbertsen and Juliane Willert

Statistical Papers, 2012, vol. 53, issue 2, 357-370

Keywords: Break in persistence; Long memory; Structural break; Level shift; C12; C22 (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (4)

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Working Paper: Testing for a break in persistence under long-range dependencies and mean shifts (2009) Downloads
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DOI: 10.1007/s00362-010-0342-5

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