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

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DSpace at EWHA자연과학대학 통계학전공 Journal papers

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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: 이외숙

Issue Date: 2014

Journal Title: Economics Letters

ISSN: 0165-1765

Citation: Economics Letters vol. 124, no. 3, pp. 370 - 373

Publisher: Elsevier

Indexed: SSCI; SCOPUS

Document Type: Article

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

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