Testing for a structural break at unknown date with long-memory disturbances

Wright, Jonathan H. . Journal of Time Series Analysis 1998. 19 (3) :369-376

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Bibtex

@article{CIS-150154,
  Author = {Wright, Jonathan H.},
  Title = {Testing for a structural break at unknown date with long-memory disturbances},
  Journal = {Journal of Time Series Analysis},
  Volume = {19},
  Number = {3},
  Year = {1998},
  Pages = {369--376},
  Keywords = {Wald test, CUSUM, Change point}
}

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