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"Testing structural breaks versus long memory with the Box-Pierce ..."

Luisa Bisaglia, Margherita Gerolimetto (2009)

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DOI: 10.1007/S10260-008-0112-X

access: closed

type: Journal Article

metadata version: 2020-05-25

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Luisa Bisaglia, Margherita Gerolimetto:
Testing structural breaks versus long memory with the Box-Pierce statistics: a Monte Carlo study. Stat. Methods Appl. 18(4): 543-553 (2009)

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