Pages that link to "Item:Q2933189"
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The following pages link to A FIXED-<i>b</i>TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION (Q2933189):
Displaying 7 items.
- A simple test on structural change in long-memory time series (Q135940) (← links)
- Testing for a change in mean under fractional integration (Q1695680) (← links)
- Estimating multiple breaks in mean sequentially with fractionally integrated errors (Q2066504) (← links)
- Distinguishing between breaks in the mean and breaks in persistence under long memory (Q2208689) (← links)
- Change-in-mean tests in long-memory time series: a review of recent developments (Q2324321) (← links)
- Inference on a Structural Break in Trend with Fractionally Integrated Errors (Q2815049) (← links)
- Semiparametric Detection of Changes in Long Range Dependence (Q5237527) (← links)