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Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points

Bibliographic reference Wang, Shin-Huei ; Vasilakis, Chrysovalantis. Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points. In: Economics Letters, Vol. 118, no.2, p. 389-392 (February 2013)
Permanent URL http://hdl.handle.net/2078.1/129447