Testing for structural change in a long-memory environment (Q1906291): Difference between revisions

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+Efficient location and regression estimation for long range dependent regression models
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+Tests for Hurst effect
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+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
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+On the Estimation of Regression Coefficients in the Case of an Autocorrelated Disturbance
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+Q5624460
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+Discrimination between monotonic trends and long-range dependence
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+Semiparametric analysis of long-memory time series
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+Semiparametric estimation from time series with long-range dependence
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+Time series regression with long-range dependence
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+The Fractional Unit Root Distribution
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+Weak convergence to fractional brownian motion and to the rosenblatt process
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+On estimation of a regression model with long-memory stationary errors
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+Asymptotic properties of the LSE in a regression model with long-memory stationary errors
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