View : 20 Download: 0

The functional central limit theorem and structural change test for the HAR(∞) model

Title
The functional central limit theorem and structural change test for the HAR(∞) model
Authors
Lee O.
Ewha Authors
이외숙
SCOPUS Author ID
이외숙scopus
Issue Date
2014
Journal Title
Economics Letters
ISSN
0165-1765JCR Link
Citation
vol. 124, no. 3, pp. 370 - 373
Publisher
Elsevier
Indexed
SSCI; SCOPUS WOS scopus
Abstract
CUSUM; Functional central limit theorem; HAR(∞) model; Structural break
DOI
10.1016/j.econlet.2014.06.029
Appears in Collections:
자연과학대학 > 통계학전공 > Journal papers
Files in This Item:
There are no files associated with this item.
Export
RIS (EndNote)
XLS (Excel)
XML


qrcode

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.

BROWSE