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Alexeev, V and Maynard, A, “Localized level crossing random walk test robust to the presence of structural breaks”, Computational Statistics and Data Analysis, 56 (11) pp. 3322-3344. ISSN 0167-9473 (2012) [Refereed Article]
Data TypeValue
Type of ResearchPure Basic Research
Research DivisionEconomics
Research GroupEconometrics
Research FieldTime-series analysis
Research Objective DivisionEconomic Framework
Research Objective GroupOther economic framework
Research Objective FieldOther economic framework not elsewhere classified
Visit Item on eCitehttp://ecite.utas.edu.au/68282
Digital Object Identifierdoi:10.1016/j.csda.2010.06.026
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Number of Times Cited1