Fractional integration and structural breaks at unknown periods of time (Q3608192): Difference between revisions

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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Testing for a change of the long-memory parameter
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+An exponential model for the spectrum of a scalar time series
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+Long memory and regime switching
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+Long memory relationships and the aggregation of dynamic models
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+Change‐Point Estimation of Fractionally Integrated Processes
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+Q4174128
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+Efficient Tests of Nonstationary Hypotheses
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+Gaussian semiparametric estimation of long range dependence
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+Estimating the dimension of a model
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