Department of Economics and Business Economics

Testing for a break in persistence under long-range dependencies

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Testing for a break in persistence under long-range dependencies. / Sibbertsen, Philipp; Kruse, Robinson.

In: Journal of Time Series Analysis, Vol. 30, No. 3, 2009, p. 263-285.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Harvard

Sibbertsen, P & Kruse, R 2009, 'Testing for a break in persistence under long-range dependencies', Journal of Time Series Analysis, vol. 30, no. 3, pp. 263-285. https://doi.org/10.1111/j.1467-9892.2009.00611.x

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MLA

Vancouver

Author

Sibbertsen, Philipp ; Kruse, Robinson. / Testing for a break in persistence under long-range dependencies. In: Journal of Time Series Analysis. 2009 ; Vol. 30, No. 3. pp. 263-285.

Bibtex

@article{d5bd46d01fb411dfb95d000ea68e967b,
title = "Testing for a break in persistence under long-range dependencies",
author = "Philipp Sibbertsen and Robinson Kruse",
year = "2009",
doi = "10.1111/j.1467-9892.2009.00611.x",
language = "English",
volume = "30",
pages = "263--285",
journal = "Journal of Time Series Analysis",
issn = "0143-9782",
publisher = "Wiley-Blackwell Publishing Ltd.",
number = "3",

}

RIS

TY - JOUR

T1 - Testing for a break in persistence under long-range dependencies

AU - Sibbertsen, Philipp

AU - Kruse, Robinson

PY - 2009

Y1 - 2009

U2 - 10.1111/j.1467-9892.2009.00611.x

DO - 10.1111/j.1467-9892.2009.00611.x

M3 - Journal article

VL - 30

SP - 263

EP - 285

JO - Journal of Time Series Analysis

JF - Journal of Time Series Analysis

SN - 0143-9782

IS - 3

ER -