Estimating the number of mean shifts under long memory
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References listed on IDEAS
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More about this item
Keywordslong memory; mean shift; regression tree; ART; LWZ; LIC.;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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