{"id":"https://openalex.org/W2032795855","doi":"https://doi.org/10.1007/s10260-008-0112-x","title":"Testing structural breaks versus long memory with the Box\u2013Pierce statistics: a Monte Carlo study","display_name":"Testing structural breaks versus long memory with the Box\u2013Pierce statistics: a Monte Carlo study","publication_year":2008,"publication_date":"2008-12-22","ids":{"openalex":"https://openalex.org/W2032795855","doi":"https://doi.org/10.1007/s10260-008-0112-x","mag":"2032795855"},"language":"en","primary_location":{"id":"doi:10.1007/s10260-008-0112-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10260-008-0112-x","pdf_url":null,"source":{"id":"https://openalex.org/S155615518","display_name":"Statistical Methods & Applications","issn_l":"1121-9130","issn":["1121-9130","1613-981X","1618-2510","2385-264X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Statistical Methods and Applications","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5074341398","display_name":"Luisa Bisaglia","orcid":"https://orcid.org/0000-0002-9071-1839"},"institutions":[{"id":"https://openalex.org/I138689650","display_name":"University of Padua","ror":"https://ror.org/00240q980","country_code":"IT","type":"education","lineage":["https://openalex.org/I138689650"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"Luisa Bisaglia","raw_affiliation_strings":["Department of Statistics, University of Padova, via C. Battisti 241, 35121, Padua, Italy","University of Padova"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Statistics, University of Padova, via C. Battisti 241, 35121, Padua, Italy","institution_ids":["https://openalex.org/I138689650"]},{"raw_affiliation_string":"University of Padova","institution_ids":["https://openalex.org/I138689650"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5013599801","display_name":"Margherita Gerolimetto","orcid":"https://orcid.org/0000-0002-7604-2667"},"institutions":[{"id":"https://openalex.org/I149461666","display_name":"Ca' Foscari University of Venice","ror":"https://ror.org/04yzxz566","country_code":"IT","type":"education","lineage":["https://openalex.org/I149461666"]},{"id":"https://openalex.org/I168208266","display_name":"Venice International University","ror":"https://ror.org/05xtnfk88","country_code":"IT","type":"education","lineage":["https://openalex.org/I168208266"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Margherita Gerolimetto","raw_affiliation_strings":["Department of Statistics, Ca\u2019 Foscari, University of Venice, San Giobbe, Cannaregio 873, 30121, Venice, Italy","University of Venice"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Statistics, Ca\u2019 Foscari, University of Venice, San Giobbe, Cannaregio 873, 30121, Venice, Italy","institution_ids":["https://openalex.org/I149461666"]},{"raw_affiliation_string":"University of Venice","institution_ids":["https://openalex.org/I168208266"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5074341398"],"corresponding_institution_ids":["https://openalex.org/I138689650"],"apc_list":{"value":3290,"currency":"USD","value_usd":3290},"apc_paid":null,"fwci":0.7552,"has_fulltext":false,"cited_by_count":9,"citation_normalized_percentile":{"value":0.79448231,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"18","issue":"4","first_page":"543","last_page":"553"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.995199978351593,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.995199978351593,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9940999746322632,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.9835000038146973,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.7200515270233154},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.5441350936889648},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.4822183847427368},{"id":"https://openalex.org/keywords/statistical-hypothesis-testing","display_name":"Statistical hypothesis testing","score":0.43214672803878784},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.39410850405693054},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3924216628074646},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.24357512593269348},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.13037240505218506}],"concepts":[{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.7200515270233154},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.5441350936889648},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.4822183847427368},{"id":"https://openalex.org/C87007009","wikidata":"https://www.wikidata.org/wiki/Q210832","display_name":"Statistical hypothesis testing","level":2,"score":0.43214672803878784},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.39410850405693054},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3924216628074646},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.24357512593269348},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.13037240505218506}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s10260-008-0112-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10260-008-0112-x","pdf_url":null,"source":{"id":"https://openalex.org/S155615518","display_name":"Statistical Methods & Applications","issn_l":"1121-9130","issn":["1121-9130","1613-981X","1618-2510","2385-264X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Statistical Methods and Applications","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:stmapp:v:18:y:2009:i:4:p:543-553","is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s10260-008-0112-x","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:www.research.unipd.it:11577/2376223","is_oa":false,"landing_page_url":"http://hdl.handle.net/11577/2376223","pdf_url":null,"source":{"id":"https://openalex.org/S4306402547","display_name":"Padua Research Archive (University of Padova)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I138689650","host_organization_name":"University of Padua","host_organization_lineage":["https://openalex.org/I138689650"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Reduced inequalities","id":"https://metadata.un.org/sdg/10","score":0.7699999809265137}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":27,"referenced_works":["https://openalex.org/W1491711721","https://openalex.org/W1591760788","https://openalex.org/W1604223026","https://openalex.org/W1986376816","https://openalex.org/W2000139946","https://openalex.org/W2005368120","https://openalex.org/W2016287239","https://openalex.org/W2016859137","https://openalex.org/W2020944421","https://openalex.org/W2054254519","https://openalex.org/W2059850868","https://openalex.org/W2063827883","https://openalex.org/W2074812030","https://openalex.org/W2077655468","https://openalex.org/W2098813829","https://openalex.org/W2120435176","https://openalex.org/W2132090039","https://openalex.org/W2145072343","https://openalex.org/W2164933145","https://openalex.org/W2319085245","https://openalex.org/W3015420945","https://openalex.org/W3124955081","https://openalex.org/W3152223742","https://openalex.org/W3184417104","https://openalex.org/W4240038576","https://openalex.org/W4246587917","https://openalex.org/W4299784281"],"related_works":["https://openalex.org/W2393870460","https://openalex.org/W2254578859","https://openalex.org/W4284894156","https://openalex.org/W2161803855","https://openalex.org/W3110774753","https://openalex.org/W2134539662","https://openalex.org/W2394523273","https://openalex.org/W2059096050","https://openalex.org/W2093391715","https://openalex.org/W2005266888"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":2},{"year":2012,"cited_by_count":1}],"updated_date":"2026-09-03T10:48:47.769340","created_date":"2025-10-10T00:00:00"}