An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts
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More about this item
Keywordsstructural change; jumps; long memory processes; fractional integration; Poisson process; frequency domain estimates;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
StatisticsAccess and download statistics
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