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A CUSUM test for a long memory heterogeneous autoregressive model
Eunju Hwang
, Dong Wan Shin
Department of Statistics
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peer-review
15
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Mathematics
Autoregressive Model
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Asymptotics
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Limiting Distribution
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Fractional Integration
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Simple Function
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Brownian Bridge
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Nuisance Parameter
50%
Monte Carlo
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Economics, Econometrics and Finance
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