Pages that link to "Item:Q2815049"
From MaRDI portal
The following pages link to Inference on a Structural Break in Trend with Fractionally Integrated Errors (Q2815049):
Displaying 5 items.
- A simple test on structural change in long-memory time series (Q135940) (← links)
- Estimating multiple breaks in mean sequentially with fractionally integrated errors (Q2066504) (← links)
- Inference on a structural break in trend with mildly integrated errors (Q2126037) (← links)
- Robust discrimination between long‐range dependence and a change in mean (Q4997686) (← links)
- TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT (Q5205274) (← links)
