Fractional integration and structural breaks at unknown periods of time

  1. Gil-Alana, L.A.
Journal:
Journal of Time Series Analysis

ISSN: 0143-9782,  1467-9892

Year of publication: 2008

Volume: 29

Issue: 1

Pages: 163-185

Type: Article

DOI: 10.1111/J.1467-9892.2007.00550.X GOOGLE SCHOLAR
Data source: Scopus