Subsample scan test for multiple breaks based on self-normalization.
Autor: | Choi, Ji-Eun1 (AUTHOR), Shin, Dong Wan2 (AUTHOR) shindw@ewha.ac.kr |
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Zdroj: | Communications in Statistics: Theory & Methods. 2024, Vol. 53 Issue 2, p627-640. 14p. |
Databáze: | Business Source Ultimate |
Externí odkaz: |