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Structural changes estimation for long-memory processes

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https://hal-supelec.archives-ouvertes.fr/hal-00819786
Contributor : Pascal Bondon <>
Submitted on : Thursday, May 2, 2013 - 1:23:14 PM
Last modification on : Wednesday, September 16, 2020 - 4:44:27 PM

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  • HAL Id : hal-00819786, version 1

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Pascal Bondon. Structural changes estimation for long-memory processes. 12th Latin American Congress of Probability and Mathematical Statistics, 2012, Vina del Mar, Chile. ⟨hal-00819786⟩

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