A multivariate long-memory model with structural breaks

Author: Caporale Guglielmo Maria  

Publisher: Taylor & Francis Ltd

ISSN: 0094-9655

Source: Journal of Statistical Computation and Simulation, Vol.79, Iss.8, 2009-08, pp. : 1001-1013

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract